Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International journal of economic sciences and applied … 5 (2012) 2, pp. 113-127
The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five … a variable that account for momentum effect. These factors are used as benchmarks to investigate the investment style …. The results indicate that mutual funds returns tend to follow those of the market portfolio. In terms of investment style …