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~institution:"Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam."
~subject:"mutual funds"
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mutual funds
performance
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performance evaluation
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performance measurement
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firm performance
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Nijman, T.E.
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Roon, F.A. de
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Sluis, P.J. van der
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Verbeek, M.J.C.M.
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
International Monetary Fund (IMF)
19
International Monetary Fund
12
C.E.P.R. Discussion Papers
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Tilburg University, Center for Economic Research
2
Banca d'Italia
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
CESifo
1
Department of Economics and Business, Universitat Pompeu Fabra
1
EconWPA
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Economics Department, Wesleyan University
1
Tilburg University, Tilburg Law and Economic Center
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Université Paris-Dauphine (Paris IX)
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Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Market timing: A decomposition of mutual fund returns
Swinkels, L.A.P.
;
Sluis, P.J. van der
;
Verbeek, M.J.C.M.
-
Erasmus Research Institute of Management (ERIM), ERIM …
-
2003
generalization of the
performance
evaluation models by Lockwood and Kadiyala (1988) and Ferson and Schadt (1996). We find that the …
Persistent link: https://www.econbiz.de/10005288357
Saved in:
2
Evaluating Style Analysis
Roon, F.A. de
;
Nijman, T.E.
;
Werker, B.J.M.
-
Erasmus Research Institute of Management (ERIM), ERIM …
-
2000
determine a benchmark portfolio for
performance
measurement. Attribution of the returns on portfolios of which the actual …
Persistent link: https://www.econbiz.de/10005288790
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