Mutual fund performance using unconditional multifactor models : evidence from India
Year of publication: |
August 2018
|
---|---|
Authors: | Agarwal, Pankaj K. ; Pradhan, H. K. |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 17.2018, 2S, p. 157-184
|
Subject: | Mutual funds | performance | selectivity | market timing | unconditional | factor models | Investmentfonds | Investment Fund | Indien | India | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Schätzung | Estimation | Portfolio-Management | Portfolio selection | CAPM |
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