risk analysis of investments in mutual funds

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ID: 176596
2015
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Abstract
Increase in mutual funds’ popularity makes problem of determination of factors, which influence on investor’s decision up-to-date. Investors usually pay more attention to risk factors and future return based on CAPM or any other model. Aim of this paper is analysis of dependency between common risk factors and future returns and calculation of CAPM model for 147 European mutual funds through artificial neural network.
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dadyan2015krymskijrisk Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Eduard Dadyan
Journal pediatric pulmonology
Year 2015
DOI
DOI not found
URL
http://krvestnik.ru/pub/2015/09/DadyanEG2.pdf
Keywords
risks alpha beta artificial neural networklaweconomics as a science

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