Estimating short-run persistence in mutual fund performance

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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	646-655
Number of pages	9
Journal	Review of Economics and Statistics
Volume	82
Issue number	4
Publication status	Published - 2000

Cite this

@article{a616963de24244e3870d78a182afe421,

title = "Estimating short-run persistence in mutual fund performance",

author = "\{Ter Horst\}, J.R. and M.J.C.M. Verbeek",

note = "DP 9721 Pagination: 9",

year = "2000",

language = "English",

volume = "82",

pages = "646--655",

journal = "Review of Economics and Statistics",

issn = "0034-6535",

publisher = "MIT Press Journals",

number = "4",

}