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Measuring long-term performance : a regression based generalization of the calendar time portfolio approach
Hoechle, Daniel
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Schmid, Markus M.
;
Zimmermann, Heinz
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2012
Persistent link: https://www.econbiz.de/10010409214
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An alternative three-factor model for international markets : evidence from the European Monetary Union
Ammann, Manuel
;
Odoni, Sandro
;
Oesch, David
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2012
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This version: 1 February 2012
Persistent link: https://www.econbiz.de/10009564267
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