Does active management add value? New evidence from a quantile regression approach
Year of publication: |
2013-04
|
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Authors: | Domínguez, Amparo Soler ; Sáez, Juan Carlos Matallín ; Tortosa-Ausina, Emili |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | fondos de inversión | rendimiento | regresión cuantil. mutual funds | performance | quantile regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by Ivie 39 pages |
Classification: | F15 - Economic Integration ; F21 - International Investment; Long-Term Capital Movements ; F36 - Financial Aspects of Economic Integration ; Z13 - Social Norms and Social Capital |
Source: |
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Does active management add value? New evidence from a quantile regression
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