Return-Based Style Analysis with Time-Varying Exposures

L.A.P. Swinkels, P.J. van der Sluis

Research output: Working paper › Discussion paper › Other research output

613 Downloads (Pure)

Name	CentER Discussion Paper
Volume	2001-96

Keywords

@techreport{f2c165304d184f43bb6df927c6e3fa3b,

title = "Return-Based Style Analysis with Time-Varying Exposures",

keywords = "kalman filter, investment trusts, investment analysis",

author = "L.A.P. Swinkels and {van der Sluis}, P.J.",

note = "Pagination: 42",

year = "2001",

language = "English",

volume = "2001-96",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

TY - UNPB

T1 - Return-Based Style Analysis with Time-Varying Exposures

AU - Swinkels, L.A.P.

AU - van der Sluis, P.J.

N1 - Pagination: 42

PY - 2001

Y1 - 2001

KW - kalman filter

KW - investment trusts

KW - investment analysis

M3 - Discussion paper

VL - 2001-96

T3 - CentER Discussion Paper

BT - Return-Based Style Analysis with Time-Varying Exposures

PB - Finance

CY - Tilburg

ER -