Improved forecasting of mutual fund alphas and betas
Harry Mamaysky, Matthew Spiegel and Hong Zhang
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003714241