Clustering Mutual Funds by Return and Risk Levels
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References listed on IDEAS
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More about this item
Keywordscluster; distance; garch models; risk;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-06 (All new papers)
- NEP-FMK-2008-08-06 (Financial Markets)
- NEP-RMG-2008-08-06 (Risk Management)
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