Asymmetric relation in omitted benchmarks and market timing in mutual funds

J. C. Matallin-Saez

Applied Economics Letters, 2003, vol. 10, issue 12, 775-778

Abstract: Within portfolio management evaluation the aim of this study is to show the effect of omitting benchmarks with asymmetric correlation when measuring market timing ability. The results show the extent of this effect.

Date: 2003
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DOI: 10.1080/1350485032000126695

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