The attributes, behavior, and performance of U.S. mutual funds

Keyphrases

• Arbitrage Pricing Theory 100%
• Capital Asset Pricing Model 100%
• Timing Ability 100%
• U.S. mutual Funds 100%
• Statistical Techniques 50%
• Misspecified 50%
• Factor Estimation 50%
• Statistical Factors 50%
• Mutual Funds 50%
• Performance Benchmark 50%
• Factor Model 50%
• Component-based 50%
• β-change 50%
• Timing Test 50%
• Prespecification 50%

Economics, Econometrics and Finance

• CAPM 100%
• Arbitrage Pricing 100%
• Factor Model 50%
• Principal Components 50%