Power BI visualization of our results can be accessed at http://bit.ly/2PjAo2L. Keywords: equity mutual funds, risk-adjusted return, flow-performance relationship JEL Classification Code: G11 http
. 2535; (11) The Ministerial Regulation Concerning Approval for Undertaking Securities Business in the Category of Mutual Fund Management B.E. 2545; (12) The Ministerial Regulation Concerning Approval for
company” means any securities company licensed to undertake securities business in the category of mutual fund management; “Private fund management company” means any securities company licensed to
category of mutual fund management; “Private fund management company” means any securities company licensed to undertake securities business in the category of private fund management; “Securities company
company or private fund management company; (5) “Mutual fund management company” means any securities company licensed to undertake securities business in the category of mutual fund management; (6
” means any securities company licensed to undertake securities business in the category of mutual fund management; (6) “Private fund management company” means any securities company licensed to undertake
Strategic Beta: beyond cap-weighting 13 Scope: Thai Equity Funds by MorningStar Direct. 1. Large & Mid/Small –Cap funds and 2. Large-Cap funds. Excluded equity fix term (trigger funds). Fund Category
tail dependency evolves, and then seek to examine the effects of tail dependence on optimal portfolios. Keywords: REITs, Dependence Structure, Tail Dependence, Conditional Copula JEL Classification: G10
undertake derivatives business in the category of derivatives brokerage. “assets of client” means: (1) assets which a derivatives broker receives or holds as collateral for satisfying obligations under
undertake derivatives business in the category of derivatives brokerage. “assets of client” means: (1) assets which a derivatives broker receives or holds as collateral for satisfying obligations under