Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework

Kathryn A Holmes, Robert Faff

    Research output: Contribution to journalArticleResearchpeer-review

    14 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)998 - 1011
    Number of pages14
    JournalInternational Review of Financial Analysis
    Volume17
    Issue number5
    DOIs
    Publication statusPublished - 2008

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