Tamiz, Mehrdad; Azmi, Rania A.; Jones, Dylan F. - In: European Journal of Operational Research 226 (2013) 3, pp. 560-576
This paper proposes and investigates the use of several factors for portfolio selection of international mutual funds. Three of the selected factors are specific to mutual funds, additional three factors are taken from Macroeconomics and one factor represents regional and country preferences....
