Forecasting correlation among equity mutual funds

Parvez Ahmed

doi:10.1016/S0378-4266(00)00129-1

Forecasting correlation among equity mutual funds

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1187-1208
Number of pages	22
Journal	Journal of Banking and Finance
Volume	25
Issue number	6
DOIs	https://doi.org/10.1016/S0378-4266(00)00129-1
State	Published - Jun 2001
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Correlations
G11
G14
Mutual funds
Style investing

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10.1016/S0378-4266(00)00129-1

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title = "Forecasting correlation among equity mutual funds",

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year = "2001",

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doi = "10.1016/S0378-4266(00)00129-1",

language = "English",

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AU - Ahmed, Parvez

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KW - G11

KW - G14

KW - Mutual funds

KW - Style investing

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SP - 1187

EP - 1208

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 6

ER -

Forecasting correlation among equity mutual funds

ASJC Scopus Subject Areas

Keywords

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