Style-exposure analysis of large-cap equity mutual funds in India
The purpose of the study is to examine the investment style of the large-cap equity mutual funds in India using style-exposure analysis proposed by Sharpe (1992). The study uses the constrained quadratic optimisation factor model over the period January 2011–April 2015. To assess the dynamic drift i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2018-09-01
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| Series: | IIMB Management Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389618300351 |