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

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

This study is an approach to the strategic styles followed by Spanish mutual funds investing in domestic equities. The methodology applied is based on Sharpe's suggested Style Analysis. The study highlights the distortion of results caused by the phenomenon of multicollinearity in the benchmark...

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Bibliographic Details
Published in:Applied economics letters Vol. 12; no. 9; pp. 553 - 556
Main Authors: Ferruz Agudo, Luis, Vicente Gimeno, Luis A.
Format: Journal Article
Language:English
Published: London Taylor & Francis Group 15-07-2005
Taylor and Francis Journals
Taylor & Francis LLC
Series:Applied Economics Letters
Subjects:
Applied economics
Capital market
Economic analysis
Economic theory
Empirical research
Investment policy
Investment trusts
Mutual funds
Spain
Studies
Spain
Online Access:Get full text
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Summary:This study is an approach to the strategic styles followed by Spanish mutual funds investing in domestic equities. The methodology applied is based on Sharpe's suggested Style Analysis. The study highlights the distortion of results caused by the phenomenon of multicollinearity in the benchmarks proposed.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:1350-4851
1466-4291
DOI:10.1080/13504850500120698