Return-Based Style Analysis with Time-Varying Exposures

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

Research output: Working paperDiscussion paperOther research output

336 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

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