ESTIMATION OF TIME-VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION

The Journal of Finance ◽

10.1111/j.1540-6261.1978.tb04861.x ◽

1978 ◽

Vol 33 (2) ◽

pp. 457-475 ◽

Author(s):

Stanley J. Kon ◽

Frank C. Jen

Keyword(s):

Mutual Fund ◽

Systematic Risk ◽

Time Varying ◽

Switching Regression ◽

And Performance ◽

Estimation Of Time

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ESTIMATION OF TIME-VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED-END INVESTMENT COMPANIES

The Journal of Financial Research ◽

10.1111/j.1475-6803.1981.tb00613.x ◽

1981 ◽

Vol 4 (2) ◽

pp. 109-120 ◽

Author(s):

David C. Leonard ◽

Nicholas R. Noble

Keyword(s):

Systematic Risk ◽

Time Varying ◽

Investment Performance ◽

Investment Companies ◽

Estimation Of Time

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Growth and Performance of Mutual Fund Industry in India

International Journal of Scientific Research ◽

10.15373/22778179/jul2012/2 ◽

2012 ◽

Vol 1 (2) ◽

pp. 3-4

Author(s):

Dr. M. K. Maru Dr. M. K. Maru ◽

Keyword(s):

Mutual Fund ◽

Fund Industry ◽

Mutual Fund Industry ◽

And Performance

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The Time-Varying Systematic Risk of Carry Trade Strategies

10.2469/dig.v42.n1.57 ◽

2012 ◽

Vol 42 (1) ◽

pp. 49-51

Author(s):

Andrew Boral

Keyword(s):

Systematic Risk ◽

Time Varying ◽

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Time-Varying Mutual Fund Performance-Flow Sensitivity and Managerial Effort

SSRN Electronic Journal ◽

10.2139/ssrn.1786947 ◽

2011 ◽

Author(s):

Lei Xie

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Time Varying ◽

Flow Sensitivity ◽

Performance Flow

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Mutual Fund Portfolio Manager Arrangements and Performance

SSRN Electronic Journal ◽

10.2139/ssrn.2210670 ◽

2013 ◽

Author(s):

John A. Haslem

Keyword(s):

Mutual Fund ◽

Portfolio Manager ◽

And Performance ◽

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Estimation of time-varying frequency-selective channels using a matching pursuit technique

2003 IEEE Wireless Communications and Networking, 2003. WCNC 2003. ◽

10.1109/wcnc.2003.1200498 ◽

2004 ◽

Author(s):

Yang Lui ◽

D.K. Borah

Keyword(s):

Matching Pursuit ◽

Time Varying ◽

Time Varying Frequency ◽

Frequency Selective ◽

Frequency Selective Channels ◽

Estimation Of Time

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Optimal estimation of time-varying delay

10.1109/icassp.1988.197184 ◽

2003 ◽

Author(s):

I.M.G. Lourtie ◽

J.M.F. Moura

Keyword(s):

Optimal Estimation ◽

Time Varying ◽

Time Varying Delay ◽

Estimation Of Time ◽

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Distributed estimation of time varying bias in relative state measurements

IEEE Transactions on Automatic Control ◽

10.1109/tac.2021.3115429 ◽

2021 ◽

pp. 1-1

Author(s):

Mingming Shi

Keyword(s):

Distributed Estimation ◽

Time Varying ◽

Relative State ◽

Estimation Of Time

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Estimation of time-varying coefficient dynamic panel data models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1476704 ◽

2018 ◽

Vol 48 (13) ◽

pp. 3311-3324

Author(s):

Kazuhiko Hayakawa ◽

Jie Hou

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Time Varying ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Varying Coefficient ◽

Estimation Of Time

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Mutual Fund Families and Performance Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.1782123 ◽

2011 ◽

Author(s):

David P. Brown ◽

Youchang Wu

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Families ◽

Mutual Fund Families ◽

And Performance

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