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 journal › Article › Research › peer-review

Original language	English
Pages (from-to)	998 - 1011
Number of pages	14
Journal	International Review of Financial Analysis
Volume	17
Issue number	5
DOIs	https://doi.org/10.1016/j.irfa.2008.05.001
Publication status	Published - 2008

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