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Author:Gruber, M.J.
Title:Identifying the risk structure of mutual fund returns
Journal:European Financial Management
2001 : JUN, VOL. 7:2, p. 147-159
Index terms:ASSET MANAGEMENT
BENCHMARKING
INDEXATION
PERFORMANCE MEASUREMENT
RISK
UNIT TRUSTS
Language:eng
Abstract:In this paper the author attempts to understand what influences generate mutual fund returns and investigates how to develop a model for measuring their performance.
SCIMA record nr: 223117
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