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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Economics letters"
~person:"Ang, Andrew"
~person:"Timmermann, Allan"
~subject:"Deutschland"
~subject:"Financial analysis"
~subject:"Volatilität"
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
- In:
Economics letters
44
(
1994
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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