Fixed-income fund performance : role of luck and ability in tail membership
Year of publication: |
2011
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Authors: | Ayadi, Mohamed A. ; Kryzanowski, Lawrence |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 3, p. 379-392
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Subject: | Performance measurement | Conditioning | Bond funds | Block bootstrap | Investmentfonds | Investment Fund | Performance-Messung | Kapitaleinkommen | Capital income | Anleihe | Bond | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach |
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