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Stability of mutual fund systematic risk statistics

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  • Francis, Jack Clark
  • Fabozzi, Frank J.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Business Research.

Volume (Year): 8 (1980)
Issue (Month): 2 (June)
Pages: 263-275

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Handle: RePEc:eee:jbrese:v:8:y:1980:i:2:p:263-275

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Web page: http://www.elsevier.com/locate/jbusres

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Cited by:
  1. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
  2. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
  3. Abu Taher Mollik & M. Khokan Bepari, 2010. "Instability of stock beta in Dhaka Stock Exchange, Bangladesh," Managerial Finance, Emerald Group Publishing, vol. 36(10), pages 886-902, October.
  4. Keith Lam, 1999. "Some evidence on the distribution of beta in Hong Kong," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 251-262.
  5. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 391-411.

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