An examination of UK unit trust performance within the Arbitrage Pricing Theory framework
Year of publication: |
1997
|
---|---|
Authors: | Fletcher, Jonathan |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 8.1997, 2, p. 91-107
|
Subject: | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Großbritannien | United Kingdom |
-
An exploration of the persistence of UK unit trust performance
Fletcher, Jonathan, (2002)
-
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan, (2010)
-
Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios, (1998)
- More ...
-
Fletcher, Jonathan, (2017)
-
An investigation of the impact of derivative use on the risk and performance of UK unit trusts
Fletcher, Jonathan, (2002)
-
An investigation on the impact of derivative use on the risk and performance of UK unit trusts
Fletcher, Jonathan, (2002)
- More ...