Elimination of characteristics concerning the performance of open-ended equity funds using PCA
نویسندگان
چکیده
From an investor's point of view, the appropriate selection a fund is important issue. When making such choice, many elements should be considered. These include not only fund's rate return or its risk, but also comparison results with benchmark. The aim research was to apply principal component analysis (PCA) reduce dimension indicators that help investor in selecting fund. subject study 15 equity funds had been on Polish market for years. showed it possible primary variables two dimensions.
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ژورنال
عنوان ژورنال: Statistics in Transition New Series
سال: 2023
ISSN: ['1234-7655', '2450-0291']
DOI: https://doi.org/10.59170/stattrans-2023-057