The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach
Abdelmonem Queslati; Yacine Hammami; Faouzi Jilani
| Year of publication: |
2014
|
|---|---|
| Authors: | Queslati, Abdelmonem ; Hammami, Yacine ; Jilani, Faouzi |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 31.2014, p. 57-73
|
| Subject: | Mutual fund performance | Multivariate GARCH | Market timing | Selectivity | Conditional multifactor models | Investmentfonds | Investment Fund | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Tunesien | Tunisia |
| 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/10010434018