ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION
- Abstract
- Full Text PDF
- Author(s): Stanley J. Kon, Frank C. Jen
- Published: Apr 30, 2012
- Pages: 457-475
- DOI: 10.1111/j.1540-6261.1978.tb04861.x