On the long-term behavior of mutual fund returns

被引：3

|

作者：

Miguel Doncel, Luis ^{[1
]}

Grau-Carles, Pilar ^{[1
]}

Sainz, Jorge ^{[1
]}

机构：

[1] Rey Juan Carlos Univ, Dept Appl Econ 1, Madrid, Spain

来源：

QUANTITATIVE FINANCE | 2009年 / 9卷 / 06期

关键词：

LOG-PERIODOGRAM REGRESSION; PERFORMANCE; MEMORY; PERSISTENCE; SIZE; RUN;

D O I：

10.1080/14697680902814209

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：653 / 660

页数：8

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