A statistically robust decomposition of mutual fund performance
Year of publication: |
2013
|
---|---|
Authors: | Agnesens, Julius |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 10, p. 3867-3877
|
Subject: | Mutual fund performance | Cross-sectional dependence | GCT-regression model | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Theorie | Theory |
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