Portfolio Diversification and Net Selectivity Performance of Mutual Funds in Iran by Using Fama Decomposition Model
Sign Up to like & getrecommendations! Published in 2020 at "iranian economic review"
DOI: 10.22059/ier.2020.76014
Abstract: T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from… read more here.
Keywords: net selectivity; performance; performance mutual; mutual funds ... See more keywords