Does active management add value? : new evidence from a quantile regression approach
Year of publication: |
2019
|
---|---|
Authors: | Matallín-Sáez, Juan Carlos ; Soler-Domínguez, Amparo ; Tortosa-Ausina, Emili |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1734-1751
|
Subject: | Mutual fund | partial frontier | performance | quantile regression | Investmentfonds | Investment Fund | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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