Hi Koen, I was referring to both Treynor and Mazuy (1966) and Henriksson and Merton (1981) and I am working on Mutual fund performance in Recession and Expansion in the Technology sector.I am trying to do Ferson and Schadt(1996) conditional model.I don't have any econometrics background and know basic statistics. Hence I have trouble understanding the conditional model.
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