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Testing for structural breaks in return-based style regression models |
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| Authors: | Kim Yunmi Stone Douglas Kim Tae-Hwan |
| Affiliation: | 1.Department of Economics, University of Seoul, Seoul, Republic of Korea ;2.GLP Risk Management, San Diego, USA ;3.School of Economics, Yonsei University, 134 Shinchon-dong, Seodaemun-gu, Seoul, 120-749, Republic of Korea ; |
| Abstract: | Financial Markets and Portfolio Management - It is important for investors to know not only the style of a fund manager in which they are interested, but also whether this style is constant or... |
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