An empirical investigation of the performance of Japanese mutual funds : skill or luck?
Year of publication: |
March 2019
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Authors: | Pilbeam, Keith ; Preston, Hamish |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 7.2019, 1/6, p. 1-16
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Subject: | mutual fund performance | bootstrap | Jensen’s alpha | Fama and French model | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Japan | CAPM | Frankreich | France |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs7010006 [DOI] hdl:10419/195758 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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