๐”– Bobbio Scriptorium
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The Diversification and Performance of Self-Managed Superannuation Funds

โœ Scribed by Peter J. Phillips; Alex Cathcart; John Teale


Book ID
110972363
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
103 KB
Volume
40
Category
Article
ISSN
0004-9018

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We propose a new approach for investigating the performance of managed funds using wavelet analysis and apply it to an Australian dataset. This method, applied to a multihorizon Sharpe ratio, shows that the wavelet variance at the short scale is higher than that of the longer scale, implying that an