On Swiss Timing and Selectivity: In the Quest of Alpha

This paper gives an overview of the theories underlying the major portfolio performance measurement models, with an empirical application to assess the market timing and stock-picking abilities of an exhaustive sample of 60 Swiss-equity investment funds over the 1977-1999 period.

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Year of publication:	2001-06-01
Authors:	Lhabitant, François-Serge
Publisher:	International Center for Financial Asset Management and Engineering (FAME) <Genf>
Subject:	Kapitalmarkt \| Leistungsmessung \| Performance <Kapitalanlage> \| Schweiz \| Empirische Forschung \| empirical research \| Leistungskennzahl \| performance indicator \| 1977 - 1999

Table of Contents
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1. Introduction
2. Specification tests from timing and selectivity
3. Data and methodology
4. Summary and conclusions
5. References

Persistent link: https://www.econbiz.de/10005843244