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person:"Zimmermann, Heinz"
~isPartOf:"Working papers on finance"
~person:"Ang, Andrew"
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Zimmermann, Heinz
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Correcting alpha misattribution in portfolio sorts
Hoechle, Daniel
;
Schmid, Markus M.
;
Zimmermann, Heinz
-
2018
-
This version: June 2018
Persistent link: https://www.econbiz.de/10011905975
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2
Measuring long-term performance : a regression based generalization of the calendar time portfolio approach
Hoechle, Daniel
;
Schmid, Markus M.
;
Zimmermann, Heinz
-
2012
Persistent link: https://www.econbiz.de/10010409214
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