A nonparametric test of market timing
Year of publication: |
2003
|
---|---|
Authors: | Jiang, Wei |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 4, p. 399-425
|
Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | USA | United States | 1980-1999 |
-
Equity style allocation : a nonparametric approach
Subbiah, Mohan, (2016)
-
International diversification with large- and small-cap stocks
Eun, Cheol S., (2008)
-
Glander, Harald, (2008)
- More ...
-
Hulio, Zahid Hussain, (2020)
-
Motion posture control for power cable maintenance robot in typical operation conditions
Jiang, Wei, (2019)
-
Fuzzy control-based bolt tightening for power cable maintenance robot
Jiang, Wei, (2018)
- More ...