Hybrid Factor Regression Approach to Identify Trading Styles of Thai Equity Funds and Their Attribution

Authors

  • Chuchai Srisansanee

Keywords:

Factor Models, Factor Analysis, Linear Regression, Attribution, Performance Measurement, Ranking, Trading Style, Equity Funds.

Abstract

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How to Cite

Srisansanee, C. (2015). Hybrid Factor Regression Approach to Identify Trading Styles of Thai Equity Funds and Their Attribution. Science & Technology Asia, 16(3), 26–36. Retrieved from https://ph02.tci-thaijo.org/index.php/SciTechAsia/article/view/41205

Issue

Vol.16 No.3 (July-September 2011)

Section

Articles