Real-time pricing of mutual funds

被引：0
|
作者：
Gao, Hui [1 ]
Cherkassky, Vladimir [1 ]
机构：
[1] Univ Minnesota, Dept Elect & Comp Engn, Minneapolis, MN 55455 USA
来源：
2006 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORK PROCEEDINGS, VOLS 1-10 | 2006年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper presents a methodology for estimating net asset value (NAV) of domestic mutual funds, using major stock market indices as inputs in a statistical model. The results of this study suggest that such an accurate estimation is possible, and this raises questions about the effectiveness of restrictions on frequent trading (aka market timing) recently introduced in the mutual fund industry.
引用
收藏
页码：2402 / +
页数：3
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