Showing 1 - 10 of 15
We process an exhaustive set of 147 portfolio performance measures and their variations, and identify 18 relevant dimensions using a Principal Component Analysis on a sample of 1,625 international equity mutual funds. We isolate three of the seven most informative factors that uncover potential...
Persistent link: https://www.econbiz.de/10012971647
Persistent link: https://www.econbiz.de/10012422426
Persistent link: https://www.econbiz.de/10011718722
Persistent link: https://www.econbiz.de/10001609792
Persistent link: https://www.econbiz.de/10001590097
Persistent link: https://www.econbiz.de/10001880995
Persistent link: https://www.econbiz.de/10003012209
Persistent link: https://www.econbiz.de/10003138068
Persistent link: https://www.econbiz.de/10003377569
Persistent link: https://www.econbiz.de/10013490468