TITLE

A Returns-Based Style Analysis Examination of Asset Classes

AUTHOR(S)
Mayes, Timothy R.; Jay, Nancy R.; Thurston, Robin
PUB. DATE
August 2000
SOURCE
Journal of Financial Planning;Aug2000, Vol. 13 Issue 8, p94
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
3442514

 

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