Small sample analysis of performance measures in the asymmetric response model
Year of publication: |
2000
|
---|---|
Authors: | Pedersen, Christian S. ; Satchell, Stephen |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 35.2000, 3, p. 425-450
|
Subject: | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States |
-
Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter, (2000)
-
The price of retail investing in the UK
James, Kevin R., (2000)
-
Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter, (1997)
- More ...
-
Evaluating the Performance of Nearest Neighbour Algorithms when Forecasting US Industry Returns
Satchell, Stephen, (2000)
-
An extended family of financial risk measures
Pedersen, Christian S., (1998)
-
Utility functions with parameters depending on initial wealth
Pedersen, Christian S., (1998)
- More ...