Conditional performance evaluation for German equity mutual funds

European Journal of Finance

Volumn 15, Issue 3, 2009, Pages 287-316

  Bessler, Wolfgang ^a   Drobetz, Wolfgang ^b   Zimmermann, Heinz ^c  

^a JUSTUS LIEBIG UNIVERSITY   (Germany)

^b UNIVERSITY OF HAMBURG   (Germany)

^c UNIVERSITY OF BASEL   (Switzerland)

Author keywords

Conditional performance measurement; Mutual funds; Stochastic discount factor; Stock return predictability

Indexed keywords

EID: 67650970742     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802423445     Document Type: Article

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