Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition
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DOI: 10.1016/j.physa.2019.122804
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- Xuejun Feng & Jinxing Shen & Haoming Yang & Kang Wang & Qiming Wang & Zhongguo Zhou, 2020. "Time–Frequency Analysis of Particulate Matter (PM 10 ) Concentration in Dry Bulk Ports Using the Hilbert–Huang Transform," IJERPH, MDPI, vol. 17(16), pages 1-15, August.
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More about this item
Keywords
Capital asset pricing model; Ensemble Empirical Model Decomposition; Mutual fund performance; Fund management strategy;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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