ESSAYS ON INVESTMENTS
The first chapter studies mutual funds. I model intraquarter trading and use a genetic algorithm to estimate the trade pattern that is most consistent with the fund's daily reported returns. I validate the model empirically on a sample of institutional trades from Ancerno and I confirm that the...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
UKnowledge
2019
|
| Subjects: | |
| Online Access: | https://uknowledge.uky.edu/finance_etds/11 https://uknowledge.uky.edu/cgi/viewcontent.cgi?article=1010&context=finance_etds |