On market timing and investment performance part II : statistical procedures for evaluating forecasting skills
Name
onmarkettimingin00henr.pdf
Size
1.46 MB
Format
Adobe PDF
Checksum (MD5)
69d2041abf3255a89d1bd061fac71bca
Author(s) •
Henriksson, Roy.
Merton, Robert C.
Date Issued
1981
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 1202-81.
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