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~isPartOf:"Journal of Applied Statistics"
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Analysis of mutual funds' management styles: a modeling, ranking and visualizing approach
Conversano, Claudio
;
Vistocco, Domenico
- In:
Journal of Applied Statistics
37
(
2010
)
11
,
pp. 1825-1845
passive
management
ones. To evaluate the effectiveness of MoRaViA, many sets of artificial portfolios are generated and an …
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