The Impact of International Diversification a Study of the French Mutual Fund I
The Impact of International Diversification a Study of the French Mutual Fund I
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26 0. 49 6 2. T-statistics for ALPHAS Mean: -0. 45 Standard deviation: 0. 81 RANGE FREQUENCY -1. 65 -1. 04 8 -1. 04 -0. 43 17 -0. 43 0. 18 7 0. 18 0. 79 5 0. 79 1. 40 4 3. BETAS Mean: 0. 60 Standard deviation: 0. 16 RANGE FREQUENCY 0. 13 0. 33 3 0. 33 0. 53 5 0. 53 0. 72 28 0. 72 0. 92 4 0. 92 1. 12 1 94 TABLE IV C 4 (CONT) 4. T-statistics for BETAS Mean: 5. 4 6 Standard deviation: 1. 82 RANGE FREQUENCY 1. 07 2. 86 • 2 2. 86 4. 65 12 4. 65 6. 45 13 6. 45 8. 24 12 8. 24 10. 04 2 5. R-Squared Mea...n: 4 5. 66 Standard deviation: 13. 19 RANGE FREQUEl 4. 9 17. 9 1 17. 9 30. 8 4 30. 8 43. 8 9 43. 8 56. 8 20 56. 8 69. 7 7 95 TABLE IV C 5 PROPORTIONS OF RISK EXPLAINED BY FRENCH AND INTERNATIONAL FACTORS (1969-1972, monthly returns) Actions Selectionnees America-Valor Elys^es Valeurs Epargne Mobil iere Epargne Valeur France Investissement France Placement Livret Portefeuille Optima S. I. Est Slivaf ranee Slivam Sogevar Soginter Valorem Proportion Proportion of Variance of Variance attrib. To Fr.
What to read after The Impact of International Diversification a Study of the French Mutual Fund I?
You can find similar books in the "Read Also" column, or choose other free books by G a Gerald a Pogue to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
26 0. 49 6 2. T-statistics for ALPHAS Mean: -0. 45 Standard deviation: 0. 81 RANGE FREQUENCY -1. 65 -1. 04 8 -1. 04 -0. 43 17 -0. 43 0. 18 7 0. 18 0. 79 5 0. 79 1. 40 4 3. BETAS Mean: 0. 60 Standard deviation: 0. 16 RANGE FREQUENCY 0. 13 0. 33 3 0. 33 0. 53 5 0. 53 0. 72 28 0. 72 0. 92 4 0. 92 1. 12 1 94 TABLE IV C 4 (CONT) 4. T-statistics for BETAS Mean: 5. 4 6 Standard deviation: 1. 82 RANGE FREQUENCY 1. 07 2. 86 • 2 2. 86 4. 65 12 4. 65 6. 45 13 6. 45 8. 24 12 8. 24 10. 04 2 5. R-Squared Mea...n: 4 5. 66 Standard deviation: 13. 19 RANGE FREQUEl 4. 9 17. 9 1 17. 9 30. 8 4 30. 8 43. 8 9 43. 8 56. 8 20 56. 8 69. 7 7 95 TABLE IV C 5 PROPORTIONS OF RISK EXPLAINED BY FRENCH AND INTERNATIONAL FACTORS (1969-1972, monthly returns) Actions Selectionnees America-Valor Elys^es Valeurs Epargne Mobil iere Epargne Valeur France Investissement France Placement Livret Portefeuille Optima S. I. Est Slivaf ranee Slivam Sogevar Soginter Valorem Proportion Proportion of Variance of Variance attrib. To Fr.
What to read after The Impact of International Diversification a Study of the French Mutual Fund I?
You can find similar books in the "Read Also" column, or choose other free books by G a Gerald a Pogue to read onlineMoreLess
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