Footnote:
In: Review of Financial Economics, Forthcoming
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 09, 2018 erstellt
Description:
This Internet Appendix contains mathematical and empirical results on the market timing induced bias in Jensen's alpha using conditional models with time-varying skill in the spirit of Kacperczyk et al. (2014).Full paper available at "https://ssrn.com/abstract=1253923" https://ssrn.com/abstract=1253923