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Full-Text Articles in Physical Sciences and Mathematics
Active Vs Passive Investing, Garret Buchheit
Active Vs Passive Investing, Garret Buchheit
Honors Theses
With the increased popularity of passive investing, the long-term investment success of active management is being questioned more frequently. For this reason, this research seeks to find whether actively managed funds produce sufficient returns that cover the fees and management costs associated with them. A comparative analysis was made with 5401 actively managed U.S. mutual funds and several common market indices over three, five, and ten-year time spans ranging from 2012 to 2021. Additionally, an analysis was made comparing active and passive management in the recessionary period of 2007 to 2009. Finally, analysis was conducted on annual holdings turnover rates …
Mixture Of Functional Graphical Models, Qihai Liu
Mixture Of Functional Graphical Models, Qihai Liu
Dissertations
With the development of data collection technologies that use powerful monitoring devices and computational tools, many scientific fields are now obtaining more detailed and more complicatedly structured data, e.g., functional data. This leads to increasing challenges of extracting information from the large complex data. Making use of these data to gain insight into complex phenomena requires characterizing the relationships among a large number of functional variables. Functional data analysis (FDA) is a rapidly developing area of statistics for data which can be naturally viewed as a smooth curve or function. It is a method that changes the frame of data …