In search of the optimal number of fund subgroups
Year of publication: |
2019
|
---|---|
Authors: | Yan, Cheng ; Cheng, Tingting |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 50.2019, p. 78-92
|
Subject: | Performance evaluation | Fund subgroups | Gaussian mixture distribution | Parameter uncertainty | Misspecification | Theorie | Theory | Statistische Verteilung | Statistical distribution | Investmentfonds | Investment Fund | Modellierung | Scientific modelling | Portfolio-Management | Portfolio selection |
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