Does Mutual Fund Performance Vary over the Business Cycle?
收藏NBER2012-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18137
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资源简介：
We develop a new methodology that allows conditional performance to be a function of information available at the start of the performance period but does not make assumptions about the behavior of the conditional betas. We use econometric techniques developed by Lynch and Wachter (2011) that use
提供机构：
美国国家经济研究局
创建时间：
2012-06-01
