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

224 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). Econometrics.