The Distributions of Funds' Active Shares

GC Cruywagen - Available at SSRN 4208283, 2022 - papers.ssrn.com
We consider the active share distributions of actively managed equity funds. Unlike the
commonly used Manhattan active share metric, funds' Euclidean active share distributions …

[PDF][PDF] Gaussian Mixtures with common Variance

M Felgueiras, J Martins, R Santos - WSEAS Transactions on …, 2024 - wseas.com
The interest in Gaussian mixtures has grown significantly in recent years, primarily owing to
their adaptability and widespread applications across various fields of knowledge. A specific …