کلیدواژه: Fama Decomposition Model,Mutual Funds,Net Selectivity,Diversification,Risk
نویسندگان: Sadeghi Goghari Samira, SOURI ALI, abbasinejad hosein, MEHRARA MOHSEN
ناشر: IRANIAN ECONOMIC REVIEW - IRANIAN ECONOMIC REVIEW
T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama Decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds ... ادامه
سال:2020
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