Improved Forecasting of Mutual Fund Alphas and Betas*
From MaRDI portal
Publication:5438497
DOI10.1093/ROF/RFM018zbMath1154.91464OpenAlexW2156903007MaRDI QIDQ5438497
Hong Zhang, Matthew Spiegel, Harry Mamaysky
Publication date: 23 January 2008
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4aef783177fb3598f280a37037fbd87b566cdac9
Related Items (2)
Mutual fund performance: false discoveries, bias, and power ⋮ Modelling nonlinearities in equity returns: the mean impact curve analysis
This page was built for publication: Improved Forecasting of Mutual Fund Alphas and Betas*
