Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10322723 | Expert Systems with Applications | 2011 | 13 Pages |
Abstract
⺠Mutual funds are an essential tool for investors looking to diversify their investments. ⺠This study uses association rules to understand the relationships among various mutual funds ⺠This study then evaluates the co-movement among funds within the same risk level. ⺠This study also shows the influence of the global economy on the correlations among different funds.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Shu-hsien Liao, Pei-hui Chu, Tzu-kang Teng,