Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418
Forecasting the returns from investments in mutual funds is a very difficult problem. This study examines a new forecasting approach and system for the performance of mutual funds in Greece. This is accomplished via an application of a variation of the Theta model on a time series composed of...
