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Applied Economics Letters Volume 12, 2005 - Issue 9
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Original Articles

Effects of multicollinearity on the definition of mutual funds’ strategic style: the Spanish case

Luis Ferruz Agudo * Department of Accounting and Finance, University of Zaragoza, C/Gran Vía, 2, 50005 – Zaragoza, Spain
&
Luis A. Vicente Gimeno Faculty of Economics and Business Studies, University of Zaragoza, Spain
Pages 553-556 | Published online: 16 Aug 2006

Citations (5)

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Read on this site (2)

Laura Andreu, José Luis Sarto & Luis Vicente Gimeno. (2009) Evaluating the style portfolio performance of Spanish equity pension plans. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 38:144, pages 545-578.
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Jorge Sainz, Pilar Grau & Luis Miguel Doncel. (2006) Mutual fund performance and benchmark choice: the Spanish case. Applied Financial Economics Letters 2:5, pages 317-321.
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Articles from other publishers (3)

Ross Fowler, Robin Grieves & J. Clay Singleton. (2010) New Zealand unit trust disclosure: asset allocation, style analysis, and return attribution. Pacific Accounting Review 22:1, pages 4-21.
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LAURA ANDREU, LUIS FERRUZ & LUIS VICENTE. (2007) The importance of asset allocation in Spanish equity pension plans. Journal of Pension Economics and Finance 9:1, pages 129-142.
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Ross Fowler, Robin Grieves & J. Clay Clay Singleton. (2007) New Zealand Unit Trusts: Asset Allocation, Style Analysis and Return Attribution. SSRN Electronic Journal.
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