On market timing and investment performance part II : statistical procedures for evaluating forecasting skills

Author(s)
Henriksson, Roy.; Merton, Robert C.
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Date issued
1981
URI
http://hdl.handle.net/1721.1/48688
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
onmarkettimingin00henr
Series/Report no.
Working paper (Sloan School of Management) ; 1202-81.
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