Estimating short-run persistence in mutual fund performance

J.R. Ter Horst, M.J.C.M. Verbeek

Research output: Working paperDiscussion paperOther research output

229 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages24
Volume97.21
Publication statusPublished - 1997

Publication series

NameCentER Discussion Paper
Volume97.21

Keywords

  • portfolio investment
  • investment trusts
  • estimation
  • performance
  • pension funds

Cite this

Ter Horst, J. R., & Verbeek, M. J. C. M. (1997). Estimating short-run persistence in mutual fund performance. (CentER Discussion Paper; Vol. 97.21). Tilburg: Econometrics.
Ter Horst, J.R. ; Verbeek, M.J.C.M. / Estimating short-run persistence in mutual fund performance. Tilburg : Econometrics, 1997. (CentER Discussion Paper).
@techreport{48e11691643148929c62f17a62249ce2,
title = "Estimating short-run persistence in mutual fund performance",
keywords = "portfolio investment, investment trusts, estimation, performance, pension funds",
author = "{Ter Horst}, J.R. and M.J.C.M. Verbeek",
note = "Pagination: 24",
year = "1997",
language = "English",
volume = "97.21",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",

}

Ter Horst, JR & Verbeek, MJCM 1997 'Estimating short-run persistence in mutual fund performance' CentER Discussion Paper, vol. 97.21, Econometrics, Tilburg.

Estimating short-run persistence in mutual fund performance. / Ter Horst, J.R.; Verbeek, M.J.C.M.

Tilburg : Econometrics, 1997. (CentER Discussion Paper; Vol. 97.21).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Estimating short-run persistence in mutual fund performance

AU - Ter Horst, J.R.

AU - Verbeek, M.J.C.M.

N1 - Pagination: 24

PY - 1997

Y1 - 1997

KW - portfolio investment

KW - investment trusts

KW - estimation

KW - performance

KW - pension funds

M3 - Discussion paper

VL - 97.21

T3 - CentER Discussion Paper

BT - Estimating short-run persistence in mutual fund performance

PB - Econometrics

CY - Tilburg

ER -

Ter Horst JR, Verbeek MJCM. Estimating short-run persistence in mutual fund performance. Tilburg: Econometrics. 1997. (CentER Discussion Paper).