A panel regression approach to holdings-based fund performance measures
Year of publication: |
2021
|
---|---|
Authors: | Ferson, Wayne E. ; Wang, Junbo L. |
Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 11.2021, 4, p. 695-734
|
Subject: | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Panel | Panel study | Regressionsanalyse | Regression analysis |
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