On market timing and investment performance part II
Subtitle: statistical procedures for evaluating forecasting skills
By: by Roy D. Henriksson, Robert C. Merton.
Contributors: Merton, Robert C.
Series: WP ; 1202-81; Working paper (Sloan School of Management) -- 1202-81.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Published: 1981
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 39