A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors
Year of publication: |
2007
|
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Authors: | Hoechle, Daniel ; Zimmermann, Heinz |
Publisher: |
Basel : University of Basel, Center of Business and Economics (WWZ) |
Subject: | Performance-Messung | Portfolio-Management | Kalendereffekt | Schätzung | Europa | Performance measurement | Robust statistical inference | Cross-sectional dependence |
Series: | WWZ Working Paper ; 14/07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5451/unibas-ep61238 [DOI] 560839464 [GVK] hdl:10419/123379 [Handle] RePEc:bsl:wpaper:2007/14 [RePEc] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; G14 - Information and Market Efficiency; Event Studies ; D1 - Household Behavior and Family Economics |
Source: |
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A generalization of the calendar time portfolio approach and the performance of private investors
Hoechle, Daniel, (2007)
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A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors
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