Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Year of publication: |
2018
|
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Authors: | Cai, Biqing ; Cheng, Tingting ; Yan, Cheng |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 49.2018, p. 81-106
|
Subject: | Fund performance evaluation | Mutual fund and hedge fund | Skill vs. luck | Time-varying coefficient model | USA | United States | Investmentfonds | Investment Fund | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income |
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