Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach (Q5123659)

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scientific article; zbMATH DE number 7252550
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Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach
scientific article; zbMATH DE number 7252550

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    Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach (English)
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    29 September 2020
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    constrained linear regression
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    mean integrated squared error
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    mean integrated absolute error
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    parallel coordinates
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    subsampling
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    active \textit{vs}. passive management
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    benchmarking
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