The Forecasting Ability of Money Market Fund Managers and its Economic Value
收藏NBER1983-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1243
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资源简介：
The model proposed by Merton(1981) to determine the value of forecasting ability is adapted to investigate whether money market fund managers successfully anticipate changes in the yield curve by adjusting the average maturity of their portfolios in the right direction. The potential economic value
提供机构：
美国国家经济研究局
创建时间：
1983-12-01
