Economics, Econometrics and Finance
3 years ago

New study reveals how to boost mutual fund returns by 7%!

SSRN Electronic Journal
Mutual Fund Risk Premia – A Quantitative Framework for Mutual Fund Selection
Vinay Chauhan

Paper Summary

The article discusses a new way to pick mutual funds by focusing on their characteristics like value, low volatility, and momentum. By creating a concentrated portfolio based on these factors, investors can outperform the market index by 5.24%, 6.20%, and 7.03% respectively.

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