✦ LIBER ✦

MARKET TIMING ABILITIES OF FUND MANAGERS: PARAMETRIC AND NON-PARAMETRIC TESTS

✍ Scribed by FRANCIS KOH; KOK-FAI PHOON; CHEONG-HIN TAN

Book ID: 111105582
Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 543 KB
Volume: 20
Category: Article
ISSN: 0306-686X
DOI: 10.1111/j.1468-5957.1993.tb00657.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

PARAMETRIC AND NON-PARAMETRIC MODELLING

PARAMETRIC AND NON-PARAMETRIC MODELLING OF TIME SERIES — AN EMPIRICAL STUDY

✍ GEMAI CHEN; BOVAS ABRAHAM; GREG W. BENNETT 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 752 KB

Parametric and non-parametric approaches

Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets

✍ Chin Wen Cheong 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 495 KB

Non-Parametric Testing of Conditional Va

Non-Parametric Testing of Conditional Variance Functions in Time Series

✍ Naâmane Laïb 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 380 KB

Non-parametric estimation of sample size

Non-parametric estimation of sample size and censoring time in life testing experiments

✍ K.K. Sharma; R.K. Bhutani 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 176 KB

Efficiency of mutual funds and portfolio

Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach

✍ B.P.S. Murthi; Yoon K. Choi; Preyas Desai 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 859 KB

In finance, portfolio performance assessment is an important area of research. The two popular indices of performance are the Jensen's alpha and the Sharpe index. However there are a number of shortcomings of the above measures that have been highlighted in the literature. We propose a new measure o

A fully parametric approach to return mo

A fully parametric approach to return modelling and risk management of hedge funds

✍ Stefan Kassberger; Rüdiger Kiesel 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 586 KB