search query: @indexterm FINANCIAL THEORY / total: 142
reference: 32 / 142
Author: | Elton, E. J. Gruber, M. J. Blake, C. R. |
Title: | Common factors in active and passive portfolios |
Journal: | European Finance Review
1999 : VOL. 3:1, p. 53-78 |
Index terms: | Portfolio investment Investment analysis Financial theory |
Language: | eng |
Abstract: | The purpose of this study is to determine systematic factors by examining mutual fund returns. There is a reason stemming from portfolio theory why it might be informative to work with mutual fund returns in addition to either security retuns or portfolios of security returns constructed on a mechanical basis. |
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