Review of new trends in the literature on factor models and mutual fund performance
Irina B. Mateus, Cesario Mateus, Natasa Todorovic
| 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 | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.12.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207515