Measuring the timing ability of mutual fund managers

DOI10.1023/A:1018980918976zbMath0923.90037OpenAlexW195434176MaRDI QIDQ1290198

K. Appert

Publication date: 10 June 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018980918976

zbMATH Keywords

mutual fundtiming abilityTreynor-Mazuy index

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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