A power comparison of mutual fund timing and selectivity models under varying portfolio and market conditions
The goal of this study is to test the accuracy of various mutual fund timing and selectivity models under a range of portfolio managerial skills and varying market conditions. Portfolio returns in a variety of skill environments are generated using a simulation procedure. The generated portfolio ret...
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| Language: | en_US |
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2013
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| Online Access: | http://hdl.handle.net/1957/36490 |