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Volumn 63, Issue 3, 2002, Pages 315-349

Mutual fund performance and seemingly unrelated assets

Author keywords

Bayesian analysis; Mutual funds; Performance evaluation

Indexed keywords


EID: 0036221467     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00064-8     Document Type: Article
Times cited : (239)

References (36)
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    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 25
    • 84977431626 scopus 로고
    • Ambiguity when performance is measured by the securities market line
    • (1978) Journal of Finance , vol.33 , pp. 1051-1069
    • Roll, R.1
  • 30
    • 0008799248 scopus 로고    scopus 로고
    • Morningstar performance measures. World Wide Web
    • (1997)
    • Sharpe, W.F.1
  • 34
    • 0038185576 scopus 로고    scopus 로고
    • Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses
    • (2000) Journal of Finance , vol.55 , pp. 1655-1695
    • Wermers, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.