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A nonparametric approach to market timing: evidence from Spanish mutual funds. (2014). Andreu, Laura ; Sarto, Jose ; Alvarez, Jose ; Ortiz, Cristina.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:38:y:2014:i:1:p:119-132.

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  1. Mutual fund performance attribution and market timing using portfolio holdings. (2018). Andreu, Laura ; Matallin-Saez, Juan Carlos ; Sarto, Jose Luis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:353-370.

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References

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