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Volumn 21, Issue 3, 2003, Pages 233-250

Asset allocation and selectivity of asian mutual funds during financial crisis

Author keywords

Asian financial crisis; Asset allocation; Mutual fund performance; Selectivity

Indexed keywords


EID: 4043123149     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1027332313989     Document Type: Article
Times cited : (6)

References (15)
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    • Chowdhry, B.1    Goyal, A.2
  • 8
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    • Extreme value theory: Potential and limitations as an integrated risk management tool
    • Embrechts, P., "Extreme Value Theory: Potential and Limitations as an Integrated Risk Management Tool." Derivatives Use, Trading and Regulation 6, 449-456 (2000).
    • (2000) Derivatives Use, Trading and Regulation , vol.6 , pp. 449-456
    • Embrechts, P.1
  • 9
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    • Market timing and mutual fund performance: An empirical investigation
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  • 10
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    • International mutual fund selectivity and market timing during up and down market conditions
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    • Kao, G.W.1    Cheng, L.T.W.2    Chan, K.C.3
  • 12
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    • Koutmos, G., "Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets." Journal of Business Finance and Accounting 26, 83-101 (1999).
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    • Koutmos, G.1
  • 14
    • 21844521430 scopus 로고
    • The general framework for global investment management and performance attribution
    • Singer, B. R. and D. S. Karnosky, "The General Framework for Global Investment Management and Performance Attribution." Journal of Portfolio Management 21, 84-92 (1995).
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  • 15
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    • A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity
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    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.