NetFlow | VolRawYearly | VolExcessR300Yearly | ||
Risk | 0.9916** (0.4299) | 0.8372 (0.5847) | 0.4112* (.2286) | 0.6726*** (0.2050) |
Performance |
| 4.5845*** (1.0230) |
| 4.3161*** (0.8057) |
TNA |
| −66.7603*** (15.7644) |
| −66.4912*** (15.7203) |
Age |
| −1.0915** (0.5350) |
| −1.4125*** (0.4542) |
AggNFlows |
| 3.0995*** (0.7820) |
| 3.2133*** (0.8344) |
R-2 | 0.1119 | 0.2417 | 0.1285 | 0.2217 |
OBS | 2612 | 2212 | 2612 | 2212 |