Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions
Richard Chung and Lawrence Kryzanowski
| Year of publication: |
1997
|
|---|---|
| Authors: | Chung, Richard |
| Other Persons: | Kryzanowski, Lawrence (contributor) |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 6.1997, 3, p. 257-262
|
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Bewertung | Evaluation | Kapitaleinkommen | Capital income | USA | United States | 1982-1995 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001248791