Generalized tests of investment fund performance
Márcio Poletti Laurini; Rogério da Costa Monteiro; Antônio Zoratto Sanvicente
| Year of publication: |
2011
|
|---|---|
| Authors: | Laurini, Márcio Poletti ; Monteiro, Rogério da Costa ; Sanvicente, Antônio Zoratto |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 31.2011, 2, p. 271-294
|
| Subject: | Sharpe Ratio | GMM | Investment Analysis | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Momentenmethode | Method of moments | CAPM | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402887