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Article

Модели оценки способностей управляющих активами к микро- и макропрогнозированию

Корпоративные финансы. 2012. № 1 (21). С. 110-118.
Паршаков П. А., Семушин А. В.

Mutual fund is one of the most popular investment route by investor, who allocate part of their funds to capital market. This paper surveys the field of measuring mutual fund’s managers’s skills. We focus on market-timing and selecting skills.