Effective Fair Pricing of International Mutual Funds
We propose a new methodology to provide fair prices of international mutual funds by adjusting prices at the individual security level using a comprehensive and economically relevant information set. Stepwise regressions are used to endogenously determine the stock-specific optimal set of factors. U...
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Main Authors: | CHUA, Choong Tze, LAI, Sandy, Wu, Yangru |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2008
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1112 |
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Institution: | Singapore Management University |
Language: | English |
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