Higher Moment Six-Factor Model in Explaining Mutual Fund Portfolio Return in Different Market Conditions
N Naktnasukanjn - Available at SSRN 2622971, 2015 - papers.ssrn.com
This research adds cokurtosis risk factor as a new factor into Moreno and Rodriguez (2009)
five-factor model to be six-factor model to evaluate the equity mutual fund performance both …
five-factor model to be six-factor model to evaluate the equity mutual fund performance both …