Return-Based Style Analysis with Time-Varying Exposures

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

Research output: Working paperDiscussion paperOther research output

294 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFinance
Number of pages42
Volume2001-96
Publication statusPublished - 2001

Publication series

NameCentER Discussion Paper
Volume2001-96

Keywords

  • kalman filter
  • investment trusts
  • investment analysis

Cite this

Swinkels, L. A. P., & van der Sluis, P. J. (2001). Return-Based Style Analysis with Time-Varying Exposures. (CentER Discussion Paper; Vol. 2001-96). Tilburg: Finance.
Swinkels, L.A.P. ; van der Sluis, P.J. / Return-Based Style Analysis with Time-Varying Exposures. Tilburg : Finance, 2001. (CentER Discussion Paper).
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author = "L.A.P. Swinkels and {van der Sluis}, P.J.",
note = "Pagination: 42",
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series = "CentER Discussion Paper",
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Swinkels, LAP & van der Sluis, PJ 2001 'Return-Based Style Analysis with Time-Varying Exposures' CentER Discussion Paper, vol. 2001-96, Finance, Tilburg.

Return-Based Style Analysis with Time-Varying Exposures. / Swinkels, L.A.P.; van der Sluis, P.J.

Tilburg : Finance, 2001. (CentER Discussion Paper; Vol. 2001-96).

Research output: Working paperDiscussion paperOther research output

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 -

Swinkels LAP, van der Sluis PJ. Return-Based Style Analysis with Time-Varying Exposures. Tilburg: Finance. 2001. (CentER Discussion Paper).