Estimating short-run persistence in mutual fund performance

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

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Name	CentER Discussion Paper
Volume	97.21

Keywords

@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",

}

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 -