Conditioning information in mutual fund performance evaluation: Portuguese evidence

We estimate and compare the performance of Portuguese-based mutual funds that invest in the domestic market and in the European market using unconditional and conditional models of performance evaluation. Besides applying both partial and full conditional models, we use European information variable...

ver descrição completa

Detalhes bibliográficos
Autor principal: Leite, Paulo (author)
Outros Autores: Cortez, Maria Céu (author)
Formato: article
Idioma:eng
Publicado em: 2014
Assuntos:
Texto completo:http://hdl.handle.net/11110/591
País:Portugal
Oai:oai:ciencipca.ipca.pt:11110/591