Robust market timing tests of Canadian hybrid mutual funds
Year of publication: |
2023
|
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Authors: | Ayadi, Mohamed ; Chaibi, Anis ; Kryzanowski, Lawrence |
Published in: |
International journal of managerial finance : IJMF. - Bradford : Emerald, ISSN 1758-6569, ZDB-ID 2227388-8. - Vol. 19.2023, 3, p. 583-614
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Subject: | Block bootstrap | Conditioning information | Hybrid funds | Tail performance | Timing performance and factors | Investmentfonds | Investment Fund | Kanada | Canada | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Portfolio-Management | Portfolio selection |
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