A Returns-Based Style Analysis Examination of Asset Classes

Mayes, Timothy R.; Jay, Nancy R.; Thurston, Robin
August 2000
Journal of Financial Planning;Aug2000, Vol. 13 Issue 8, p94
Academic Journal
Presents information on a study which examined the consistency of the classification of mutual fund objectives compared with those derived by returns-based style analysis and multiple discriminant analysis. Background of returns-based style analysis; Details on other researches on the use of style analysis; Methodology used in the study; Findings and its implications. INSET: Appendix.


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