JOURNAL ARTICLE

Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition

Haoyu WangJunpeng DiZhaojun YangQing Han

Year: 2019 Journal:   Physica A Statistical Mechanics and its Applications Vol: 538 Pages: 122804-122804   Publisher: Elsevier BV
Keywords:
Mutual fund Income fund Closed-end fund Portfolio Target date fund Mutual fund separation theorem Volatility (finance) Fund administration Business Economics Equity (law) Finance Open-end fund Fund of funds Econometrics Actuarial science Institutional investor

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Citation History

Topics

Stock Market Forecasting Methods
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Markets and Investment Strategies
Social Sciences →  Economics, Econometrics and Finance →  Finance
Energy Load and Power Forecasting
Physical Sciences →  Engineering →  Electrical and Electronic Engineering
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