- Tytuł:
- Elimination of characteristics concerning the performance of open-ended equity funds using PCA
- Autorzy:
- Żebrowska-Suchodolska, Dorota
- Powiązania:
- https://bibliotekanauki.pl/articles/19931878.pdf
- Data publikacji:
- 2023-09-08
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
PCA
investment funds
decision-making
tau-Kendall correlation coefficient
investment efficiency - Opis:
- From an investor's point of view, the appropriate selection of a fund is an important issue. When making such a choice, many elements should be considered. These include not only the fund's rate of return or its risk, but also the comparison of the fund's results with an appropriate benchmark. The aim of the research was to apply principal component analysis (PCA) to reduce the dimension of the indicators that help the investor in selecting a fund. The subject of the study was 15 equity funds that had been on the Polish market for many years. The research showed that it is possible to reduce the primary variables to two dimensions.
- Źródło:
-
Statistics in Transition new series; 2023, 24, 4; 153-168
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł