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Keywords: Forecasting ability
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Journal Articles
International Journal of Managerial Finance (2014) 10 (2): 168–179.
Published: 01 April 2014
.../methodology/approach – The paper applies common econometric measures of portfolio performance and implements a non-traditional methodology called attribution returns to measure forecasting ability. In this setting the paper compares the actual monthly fund return to what would have been earned by the set...

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