Generalized tests of investment fund performance
Year of publication: |
2011
|
---|---|
Authors: | Laurini, Márcio Poletti ; Monteiro, Rogério da Costa ; Sanvicente, Antônio Zoratto |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 31.2011, 2, p. 271-294
|
Subject: | Sharpe Ratio | GMM | Investment Analysis | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Performance-Messung | Performance measurement |
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