Measuring the timing ability and performance of bond mutual funds

By Yong Chen, Wayne E. Ferson, H. Peters. 2010

202 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5a5ccc2a3b15e33a22fd030acf46b1771138a852

Citations in the corpus

• Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas (2011, unknown): “Chen, Ferson, and Peters (2010) address nonlinearities in their analysis of market-timing.”