Fund rating model based on finite normal mixture distribution
Year of publication: |
2011
|
---|---|
Authors: | Gao, Zhangpeng ; Rahman, Shahidur ; Rahman, Shafiqur |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 14.2011, 1, p. 1-33
|
Subject: | Investmentfonds | Investment Fund | Finanzanalyse | Financial analysis | Performance-Messung | Performance measurement | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 1995-2004 |
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