Performance Attribution Using a Multivariate Intertemporal Asset Pricing Model with One State Variable

Author:

Kryzanowski Lawrence,Lalancette Simon,To Minh Chau

Publisher

Wiley

Subject

Management of Technology and Innovation,Marketing,Public Administration,Business and International Management

Reference56 articles.

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

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4. The Comparative Performance of Load and No-Load Mutual Funds in Canada;Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration;2009-04-08

5. What Factors Work in Selecting Funds? Evidence from the European Offshore Market;SSRN Electronic Journal;2009

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