Measuring fund performance using multi-factor models: evidence for the Portuguese market
This paper examines the performance of Portuguese equity funds investing in the domestic and in the European Union market, using several unconditional and conditional multi-factor models. In terms of overall performance, we find that National funds are neutral performers, while European Union funds...
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2014
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/11110/592 |
| País: | Portugal |
| Oai: | oai:ciencipca.ipca.pt:11110/592 |