Review of new trends in the literature on factor models and mutual fund performance
Year of publication: |
2019
|
---|---|
Authors: | Mateus, Irina Bezhentseva ; Mateus, Cesario ; Todorovic, Natasa |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 344-354
|
Subject: | Augmented models | Benchmark-adjusted models | Mutual fund performance | Peer-group adjusted models | Standard factor models | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Theorie | Theory |
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