On market timing and investment performance part II : statistical procedures for evaluating forecasting skills

On market timing and investment performance part II : statistical procedures for evaluating forecasting skills

Bibliographic Details
Main Authors:	Henriksson, Roy., Merton, Robert C.
Format:	Working Paper
Published:	Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/48688

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