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

Chuchai Srisansanee

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关键词:

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

Chuchai Srisansanee

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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. 取读于从 https://ph02.tci-thaijo.org/index.php/SciTechAsia/article/view/41205

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

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