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Conditional Performace Evaluation, Revisited…

Conditional Performace Evaluation, Revisited

by Wayne E. Ferson

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Amazon.com Product Description (ISBN 0943205700, Paperback)

Conditional performance evaluation compares a fund's returns with the returns of a dynamic strategy that matches the fund's time-varying risk exposures. In this Reserach Foundation Monograph, the authors revisit the main empirical results of the conditional performance evaluation literature using a large, updated sample of mutual funds and expand and refine the treatment of conditioning information.

(retrieved from Amazon Sat, 25 Jun 2016 22:46:48 -0400)

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