A Comparative Simulation Study of Fund Performance Measures
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KeywordsMutual Fund; Performance Measure; Market-timing; Return-Based Style Analysis;
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- D4 - Microeconomics - - Market Structure, Pricing, and Design
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