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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