Return-Based Style Analysis with Time-Varying Exposures

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

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Name	CentER Discussion Paper
Volume	2001-96

Keywords

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

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AU - Swinkels, L.A.P.

AU - van der Sluis, P.J.

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PY - 2001

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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

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