Market timing and systmatic risk

This document evaluates the market; timing records of professional portfolio managers. It concentrates on measuring the market timing. activities of mutual fund portfolio managers, with particular emphasis on the role of liquid asset management. It begins by demonstrating that the industry's gr...

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Bibliographic Details
Main Author: Mains, Norman E.
Published: University of Warwick 1974
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595043