Analysing the performance of managed funds using the wavelet multiscaling method

Francis In (), Sangbae Kim (), Vijaya Marisetty () and Robert William Faff

Review of Quantitative Finance and Accounting, 2008, vol. 31, issue 1, pages 55-70

Keywords: Performance measure; Wavelet analysis; Sharpe ratio; Australian managed funds; G23; G21; G10 (search for similar items in EconPapers)
Date: 2008
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