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Regular version of the site

Book chapter

The impact of data frequency on performance measures

P. 495-504.
Parshakov P., Semushin A.

We focus on correlation between the estimates of manager's skills to invest and the frequency of measurement results ob¬tained by them, which can lead to distortion of investment decisions. We found that estimates of performance measures depend not only on the frequency of observations, but on its relationship with the frequency of the transactions of the fund. тайминг; селектинг; частота наблюдений market timing; selectivity skills; data frequency

In book

Edited by: C. Prachalias остров Самос: Research and Training Institute of East Aegean, 2012.