UK unit trust performance 1980–1989: A passive time-varying approach

Author:

Black A.,Fraser P.,Power D.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Timing decision and the behaviour of mutual fund systematic risk;Alexander;Journal of Financial and Quantitative Analysis,1982

2. Non stationary expected returns: Implications for tests of market efficiency and serial correlations in returns;Ball;Journal of Financial Economics,1989

3. The associations between market-determined and accounting-determined risk measures;Beaver;Accounting Review,1970

4. The association between a market-determined measure of risk and other measures of risk;Bildersee;Accounting Review,1975

5. The capital asset pricing model: Some empirical tests;Black,1972

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