Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression Stanley J. Kon; Frank C. Jen Journal of Finance 1978 33(2), 457
ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION Stanley J. Kon; Frank C. Jen Journal of Finance 1978 33(2), 457-475