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RETURNS AND PERSISTENCE OF INVESTMENT FUND PERFORMANCE IN THE CZECH REPUBLIC.

Authors :
Filip, Dariusz
Source :
Prague Economic Papers; 2013, Vol. 22 Issue 3, p324-342, 19p
Publication Year :
2013

Abstract

The article discusses a study regarding the occurrence of returns and persistence phenomenon of investment funds in Czech Republic. The study used the non-parametric methods to combine a new approach on the subject related to the estimation of stochastic kernel. Results show that the weak and limited performance persistence have existed within the total time horizon and in sub-periods.

Subjects

Subjects :
CZECH economy
PERSISTENCE
TAX returns
INVESTMENTS
FINANCIAL research
STOCHASTIC analysis
TIME perspective

Details

Language :
English
ISSN :
12100455
Volume :
22
Issue :
3
Database :
Supplemental Index
Journal :
Prague Economic Papers
Publication Type :
Academic Journal
Accession number :
91926453
Full Text :
https://doi.org/10.18267/j.pep.455
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