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Volumn 12, Issue 10, 2002, Pages 743-750

Mutual funds as an alternative to direct stock investment: A cointegration approach

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; INVESTMENT; SAVINGS BEHAVIOR; STOCK MARKET;

EID: 0036794369     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110038693     Document Type: Article
Times cited : (14)

References (39)
  • 5
    • 0000904974 scopus 로고
    • The structure of investor preferences and asset returns, and separability in portfolio allocation a contribution to the pure theory of mutual funds
    • (1970) Journal of Economic Theory , vol.2 , pp. 122-160
    • Cass, D.1    Stiglitz, J.2
  • 25
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector regressive models
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 30
    • 0002958878 scopus 로고
    • Further evidence of the impact of regret and disappointment in choice under uncertainty
    • (1988) Economica , vol.55 , pp. 47-62
    • Loomes, G.1
  • 33
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.