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Market Timing: A Decomposition of Mutual Fund Returns

Laurens Swinkels, Pieter van der Sluis and Marno Verbeek ()

No 2003-95, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: mutual funds; performance evaluation; markets; models (search for similar items in EconPapers)
Date: 2003
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Working Paper: Market timing: A decomposition of mutual fund returns (2003) Downloads
Working Paper: Market Timing: A Decomposition of Mutual Fund Returns (2003) Downloads
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