Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
Year of publication: |
1998
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Authors: | Christopherson, Jog A. ; Ferson, Wayne E. ; Glassman, Debra A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 11.1998, 1, p. 111-142
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Conditioning manager alphas on economic information : another look at the persistence of performance
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