3 September 2014 - This is a Blog update

SYRTO Working Paper Series: Mutual Funds Dynamics and Economic Predictors

A new SYRTO Working Paper by Gianni Amisano and Roberto Savona is out.

In this work, the authors propose a new Bayesian time-varying CAPM-based beta model to analyse how mutual funds’ managers use predictors to change their betas in the short and medium run.

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