The impact of quantitative methods on equity mutual funds' performance
In this study, we analyze the impact of using quantitative methods in fund management on the performance of equity mutual funds using a sample of US mutual funds in the 2000-2015 period. Our results show that quantitative funds tend to underperform when compared to non-quantitative funds. We also sh...
| Main Author: | |
|---|---|
| Format: | masterThesis |
| Language: | eng |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/19205 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/19205 |