英文标题：
《Decomposition of Time Series Data to Check Consistency between Fund
  Style and Actual Fund Composition of Mutual Funds》
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作者：
Jaydip Sen and Tamal Datta Chaudhuri
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最新提交年份：
2017
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英文摘要：
  We propose a novel approach for analysis of the composition of an equity mutual fund based on the time series decomposition of the price movements of the individual stocks of the fund. The proposed scheme can be applied to check whether the style proclaimed for a mutual fund actually matches with the fund composition. We have applied our proposed framework on eight well known mutual funds of varying styles in the Indian financial market to check the consistency between their fund style and actual fund composition, and have obtained extensive results from our experiments. A detailed analysis of the results has shown that while in majority of the cases the actual allocations of funds are consistent with the corresponding fund styles, there have been some notable deviations too.
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中文摘要：
我们提出了一种新的方法来分析股票共同基金的组成，该方法基于对基金个别股票价格变动的时间序列分解。建议的方案可用于检查共同基金宣布的风格是否与基金构成相匹配。我们已将我们提出的框架应用于印度金融市场上八只不同风格的知名共同基金，以检查其基金风格与实际基金构成之间的一致性，并从我们的实验中获得了广泛的结果。对结果的详细分析表明，虽然在大多数情况下，基金的实际分配与相应的基金风格一致，但也存在一些显著的偏差。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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