Estimating the dynamics of mutual fund alphas and betas
Year of publication: |
2008
|
---|---|
Authors: | Mamaysky, Harry ; Spiegel, Matthew ; Zhang, Hong |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 1, p. 233-264
|
Subject: | Investmentfonds | Investment Fund | Zustandsraummodell | State space model | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | USA | United States | 1970-2002 |
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