Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
收藏NBER2002-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9111
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资源简介：
We provide an introduction to the use of return based style analysis of Sharpe (1992) in practice. We demonstrate the importance of selecting the right style benchmarks and how the use of inappropriate style benchmarks may lead to wrong conclusions. When style analysis is applied to sector oriented
提供机构：
美国国家经济研究局
创建时间：
2002-08-01
