Conditional Market Timing with Benchmark Investors
收藏NBER1998-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6434
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资源简介：
This paper tests models of mutual fund market timing that (1) allow the manager's utility function to depend on returns in excess of a benchmark; (2) distinguish timing based on lagged, publicly available information variables from timing based on finer information; and (3) simultaneously estimate
提供机构：
美国国家经济研究局
创建时间：
1998-02-01
