Performance analysis of international mutual funds incorporating market frictions

J.R. Ter Horst, T.E. Nijman, F.A. de Roon

Research output: Working paperDiscussion paperOther research output

220 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages37
Volume1998-51
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-51

Keywords

  • performance evaluation
  • investment trusts
  • portfolio investment
  • finance
  • mutual fund
  • performance
  • market frictions

Cite this

Ter Horst, J. R., Nijman, T. E., & de Roon, F. A. (1998). Performance analysis of international mutual funds incorporating market frictions. (CentER Discussion Paper; Vol. 1998-51). Tilburg: Econometrics.
Ter Horst, J.R. ; Nijman, T.E. ; de Roon, F.A. / Performance analysis of international mutual funds incorporating market frictions. Tilburg : Econometrics, 1998. (CentER Discussion Paper).
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author = "{Ter Horst}, J.R. and T.E. Nijman and {de Roon}, F.A.",
note = "Pagination: 37",
year = "1998",
language = "English",
volume = "1998-51",
series = "CentER Discussion Paper",
publisher = "Econometrics",
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Ter Horst, JR, Nijman, TE & de Roon, FA 1998 'Performance analysis of international mutual funds incorporating market frictions' CentER Discussion Paper, vol. 1998-51, Econometrics, Tilburg.

Performance analysis of international mutual funds incorporating market frictions. / Ter Horst, J.R.; Nijman, T.E.; de Roon, F.A.

Tilburg : Econometrics, 1998. (CentER Discussion Paper; Vol. 1998-51).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Performance analysis of international mutual funds incorporating market frictions

AU - Ter Horst, J.R.

AU - Nijman, T.E.

AU - de Roon, F.A.

N1 - Pagination: 37

PY - 1998

Y1 - 1998

KW - performance evaluation

KW - investment trusts

KW - portfolio investment

KW - finance

KW - mutual fund

KW - performance

KW - market frictions

M3 - Discussion paper

VL - 1998-51

T3 - CentER Discussion Paper

BT - Performance analysis of international mutual funds incorporating market frictions

PB - Econometrics

CY - Tilburg

ER -

Ter Horst JR, Nijman TE, de Roon FA. Performance analysis of international mutual funds incorporating market frictions. Tilburg: Econometrics. 1998. (CentER Discussion Paper).