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

  • Author(s): Stanley J. Kon, Frank C. Jen
  • Published: Apr 30, 2012
  • Pages: 457-475
  • DOI: 10.1111/j.1540-6261.1978.tb04861.x

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