Journal of Finance Vol. 33 No. 2 1978

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

Stanley J. Kon; Frank C. Jen

National Australia Bank

DOI

10.1111/j.1540-6261.1978.tb04861.x

Volume

33

Issue

2

Pages

457-475

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓