haku: @indexterm FINANCIAL THEORY / yhteensä: 142
viite: 32 / 142
| Tekijä: | Elton, E. J. Gruber, M. J. Blake, C. R. |
| Otsikko: | Common factors in active and passive portfolios |
| Lehti: | European Finance Review
1999 : VOL. 3:1, p. 53-78 |
| Asiasana: | Portfolio investment Investment analysis Financial theory |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA