A Factor Model for Persistence in Investment Manager Performance
I apply methods and processes similar to those used in the following paper in Iran. I show that the results regarding managers' behavior do not hold true in Iran.
Nicolas P. B. Bollen, Jeffrey A. Busse, Short-Term Persistence in Mutual Fund Performance, The Review of Financial Studies, Volume 18, Issue 2, Summer 2005, Pages 569–597, https://doi.org/10.1093/rfs/hhi007
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Repository for scripts and notebooks from the book: Programming PyTorch for Deep Learning
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