ESTIMATION OF TIME—VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED—END INVESTMENT COMPANIES
- 1 June 1981
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 4 (2), 109-120
- https://doi.org/10.1111/j.1475-6803.1981.tb00613.x
Abstract
No abstract availableKeywords
This publication has 29 references indexed in Scilit:
- The Predictability of Real Portfolio Risk LevelsThe Journal of Finance, 1978
- The Theory of Recapitalizations and the Evidence of Dual Purpose FundsThe Journal of Finance, 1977
- An Investor Expectations Stock Price Predictive Model Using Closed-End Fund Premiums: CommentThe Journal of Finance, 1977
- The structure and management of dual purpose fundsJournal of Financial Economics, 1977
- A theoretical and empirical investigation of the dual purpose funds: An application of contingent-claims analysisJournal of Financial Economics, 1976
- The Bias in Composite Performance MeasuresJournal of Financial and Quantitative Analysis, 1973
- A New Approach to Estimating Switching RegressionsJournal of the American Statistical Association, 1972
- THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964The Journal of Finance, 1968
- Myths Associated with Closed-End Investment Company DiscountsCFA Magazine, 1966
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*The Journal of Finance, 1964