On understanding mutual fund terminations
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- Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
More about this item
KeywordsMutual fund termination; Market condition; Proportionality; Cox model; Hazard function; G11;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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