Hybrid Factor Regression Approach to Identify Trading Styles of Thai Equity Funds and Their Attribution
Article Sidebar
Keywords:
Factor Models Factor Analysis Linear Regression Attribution Performance Measurement Ranking Trading Style Equity Funds.
Main Article Content
Abstract
-
Article Details
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
Section
Articles