Estimation of time-varying systematic risk and performance for mutual portfolios : An application of switching regression
Stanley J. Kon and Frank C. Jen
| Year of publication: |
1978
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| Authors: | Kon, Stanley J. ; Jen, Frank C. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 33.1978, 2, p. 457-475
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| Subject: | Kapitalanlage der Finanzintermediäre | Unternehmungsfinanzierungsunternehmung | Vereinigte Staaten |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002067108