Application of Multifactorial Market-timing Models to Assess Risk and Effectiveness of Equity-Linked Insurance Funds in Poland
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DOI: 10.21307/stattrans-2015-015
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References listed on IDEAS
- Henriksson, Roy D & Merton, Robert C, 1981. "On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills," The Journal of Business, University of Chicago Press, vol. 54(4), pages 513-533, October.
- Fama, Eugene F & French, Kenneth R, 1996. "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
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Keywords
market-timing model; Fama-French factor; equity funds;All these keywords.
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