Biases in decomposing holding-period portfolio returns
Year of publication: |
2008
|
---|---|
Authors: | Liu, Weimin ; Strong, Norman |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 5, p. 2243-2274
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | Systematischer Fehler | Bias | Theorie | Theory | USA | United States | 1951-2003 |
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