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Exploring the Conditional Performance of U.K. Unit Trusts

Author

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  • Jonathan Fletcher

    ()

  • Patricia Ntozi-Obwale

Abstract

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Suggested Citation

  • Jonathan Fletcher & Patricia Ntozi-Obwale, 2009. "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 21-44, August.
  • Handle: RePEc:kap:jfsres:v:36:y:2009:i:1:p:21-44
    DOI: 10.1007/s10693-009-0061-z
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    References listed on IDEAS

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    More about this item

    Keywords

    Conditional performance; Stochastic discount factor; Linear factor models; Unit trusts; G11; G12;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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