Three – factor market-timing models with Fama and French’s spread variables
Year of publication: |
2010
|
---|---|
Authors: | Olbrys, Joanna |
Published in: |
Operations Research and Decisions. - Wydział Informatyki i Zarządzania. - Vol. 2.2010, p. 91-106
|
Publisher: |
Wydział Informatyki i Zarządzania |
Subject: | mutual funds | performance evaluation | market-timing | selectivity | mimicking portfolios |
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