Estimating short-run persistence in mutual fund performance

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

Research output: Working paperDiscussion paperOther research output

318 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

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