Analysing the performance of managed funds using the wavelet multiscaling method
Francis In, Sangbae Kim, Vijaya Marisetty, Robert Faff
| Year of publication: |
2008
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|---|---|
| Authors: | In, Francis Haeuck ; Kim, Sangbae ; Marisetty, Vijaya ; Faff, Robert W. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 31.2008, 1, p. 55-70
|
| Subject: | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Zustandsraummodell | State space model | Australien | Australia | Sharpe Ratio | 1990-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003711406