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Common indicators of business and monetary conditions, the lagged mutual fund- risk premium and the market- risk premium are used to predict mutual fund returns for a time horizon of one-day. In isolation, each of the four predictors significantly forecast mutual-fund returns from April 2008 to...
Persistent link: https://www.econbiz.de/10013066504
This paper attempts to classify hundred mutual funds employing cluster analysis and using a host of criteria like the 1 year total return, 2 year annualized return, 3 year annualized return, 5 year annualized return, alpha, beta, R-squared, sharpe's ratio, mean and standard deviation etc. The...
Persistent link: https://www.econbiz.de/10012773487