Listar COFIN_Articles por autoría "bad4e2d8-af72-4f4d-9057-cc1eaa36fe40"
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Mutual fund performance attribution and market timing using portfolio holdings
Andreu, Laura; Matallín Sáez, Juan Carlos; Sarto Marzal, José Luis Elsevier (2018-09)We propose a novel performance attribution model for equity fund portfolios. The model analyses investment decisions based on portfolio holdings and measures the value added from different sources of performance such as ...