Improved forecasting of mutual fund alphas and betas
Year of publication: |
2007
|
---|---|
Authors: | Mamaysky, Harry ; Spiegel, Matthew ; Zhang, Hong |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 11.2007, 3, p. 359-400
|
Subject: | Investmentfonds | Investment Fund | Betafaktor | Beta risk | CAPM | Zustandsraummodell | State space model |
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