An intertemporal CAPM approach to evaluate mutual fund performance

Review of Quantitative Finance and Accounting

Volumn 20, Issue 4, 2003, Pages 415-433

  Chang, Jow Ran ^a   Hung, Mao Wei ^b   Lee, Cheng Few ^c  

^a NATIONAL TSING HUA UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^c RUTGERS UNIVERSITY   (United States)

Author keywords

Intertemporal CAPM; Mutual fund; Performance evaluation

Indexed keywords

EID: 24144449943     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1024076518110     Document Type: Article

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