Estimating short-run persistence in mutual fund performance

Jenke ter Horst () and Marno Verbeek

No 97.21, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: portfolio investment; investment trusts; estimation; performance; pension funds (search for similar items in EconPapers)
Date: 1997
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Journal Article: Estimating Short-Run Persistence In Mutual Fund Performance (2000)
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