Results 151 to 160 of about 484,886 (213)

Clustering Mutual Funds by Net Asset Value Change Ratios

2020 2nd International Conference on E-Business and E-commerce Engineering, 2020
The traditional factors of the clustering mutual fund (such as Net Asset Value (NAV)) are not always an efficient measure in both maximizing returns and minimizing portfolio risk. This research presents a novel measure, Net Asset Value Change Ratios for some of time durations N (NAVCR-N), to assist the mutual fund clustering. We proved the usage of the
Laor Boongasame, Akan Narabin
openaire   +1 more source

Private Equity Net Asset Values and Future Cash Flows

The Accounting Review, 2015
ABSTRACT This study analyzes whether fair value estimates of fund net asset values (NAVs) produced by private equity managers are accurate and unbiased predictors of future discounted cash flows (DCFs). We exploit the fact that private equity funds have finite lives to compare reported NAVs to DCFs based on realized cash flows for 384 ...
Tim Jenkinson   +3 more
openaire   +1 more source

An ensemble model for Net asset value prediction

2015 IEEE Power, Communication and Information Technology Conference (PCITC), 2015
In this paper, we propose a robust and novel ensemble model for Net asset value prediction of Mutual fund. The proposed model is constituted of two non-linear models: Radial basis function (RBF) and Functional link artificial neural network (FLANN). In order to improve the prediction performance of the hybrid model a boosting technique is used. The sum
C.M. Anish, Babita Majhi
openaire   +1 more source

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