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AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE

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References

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1995Determinants of variation in mutual fund returns

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32 cited

1995Chapter 4 The arbitrage pricing theory and multifactor models of asset returns29 cited

2002The effect of portfolio weighting on investment performance evaluation: The case of actively managed mutual funds25 cited

2018Factors affecting equity mutual fund performance: evidence from Indonesia22 cited