Estimating short-run persistence in mutual fund performance
Year of publication: |
1997
|
---|---|
Authors: | ter Horst, Jenke ; Verbeek, M.J.C.M. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | portfolio investment | investment trusts | estimation | performance | pension funds |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 97.21 |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; C22 - Time-Series Models |
Source: |
-
Performance analysis of international mutual funds incorporating market frictions
ter Horst, Jenke, (1998)
-
Return-Based Style Analysis with Time-Varying Exposures
Swinkels, L.A.P., (2001)
-
Style Analysis and Performance Evaluation of Dutch Mutual Funds
ter Horst, Jenke, (1998)
- More ...
-
Eliminating biases in evaluating mutual fund performance from a survivorship free sample
ter Horst, Jenke, (1998)
-
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
ter Horst, Jenke, (2002)
-
Market Timing : A Decomposition of Mutual Fund Returns
Swinkels, L.A.P., (2003)
- More ...