Investment performance attribution of the U.S. small-size value mutual funds using Fama-French five-factor model
The purpose of this study is to get an insight into the investment performance of the U.S. small-size value mutual funds. The Fama-French five-factor model was used to perform the regression of the portfolio returns composed out of the mutual funds with the chosen investment theme, as well as the re...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Business and Entrepreneurship, Belgrade
2022-01-01
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| Series: | International Review |
| Subjects: | |
| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/2217-9739/2022/2217-97392201017K.pdf |