Performance of fixed-income mutual funds with regime-switching models
Mohamed A. Ayadi, Skander Lazrak, Yusui Liao, Robert Welch
| Year of publication: |
2018
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|---|---|
| Authors: | Ayadi, Mohamed ; Lazrak, Skander ; Liao, Yusui ; Welch, Robert L. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 69.2018, p. 217-231
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| Subject: | Fixed-income mutual funds | Markovian regime-switching models | Performance evaluation | Selection and timing abilities | Investmentfonds | Investment Fund | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Anleihe | Bond | Theorie | Theory | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012035013