id	sid	tid	token	lemma	pos
easat-2225	1	1	edelweiss	edelweiss	PROPN
easat-2225	1	2	applied	apply	VERB
easat-2225	1	3	science	science	NOUN
easat-2225	1	4	and	and	CCONJ
easat-2225	1	5	technology	technology	NOUN
easat-2225	1	6	issn	issn	PROPN
easat-2225	1	7	:	:	PUNCT
easat-2225	1	8	2576	2576	NUM
easat-2225	1	9	-	-	SYM
easat-2225	1	10	8484	8484	NUM
easat-2225	1	11	vol	vol	NOUN
easat-2225	1	12	.	.	PROPN
easat-2225	1	13	8	8	NUM
easat-2225	1	14	,	,	PUNCT
easat-2225	1	15	no	no	INTJ
easat-2225	1	16	.	.	NOUN
easat-2225	1	17	6	6	NUM
easat-2225	1	18	,	,	PUNCT
easat-2225	1	19	1219	1219	NUM
easat-2225	1	20	-	-	SYM
easat-2225	1	21	1227	1227	NUM
easat-2225	1	22	2024	2024	NUM
easat-2225	1	23	publisher	publisher	NOUN
easat-2225	1	24	:	:	PUNCT
easat-2225	1	25	learning	learn	VERB
easat-2225	1	26	gate	gate	NOUN
easat-2225	1	27	doi	doi	PROPN
easat-2225	1	28	:	:	PUNCT
easat-2225	1	29	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	1	30	©	©	ADP
easat-2225	1	31	2024	2024	NUM
easat-2225	1	32	by	by	ADP
easat-2225	1	33	the	the	DET
easat-2225	1	34	authors	author	NOUN
easat-2225	1	35	;	;	PUNCT
easat-2225	1	36	licensee	licensee	PROPN
easat-2225	1	37	learning	learning	NOUN
easat-2225	1	38	gate	gate	NOUN
easat-2225	1	39	©	©	PROPN
easat-2225	1	40	2024	2024	NUM
easat-2225	1	41	by	by	ADP
easat-2225	1	42	the	the	DET
easat-2225	1	43	authors	author	NOUN
easat-2225	1	44	;	;	PUNCT
easat-2225	1	45	licensee	licensee	PROPN
easat-2225	1	46	learning	learn	VERB
easat-2225	1	47	gate	gate	NOUN
easat-2225	1	48	*	*	PUNCT
easat-2225	1	49	correspondence	correspondence	NOUN
easat-2225	1	50	:	:	PUNCT
easat-2225	2	1	vijaipillarsetti@gmail.com	vijaipillarsetti@gmail.com	X
easat-2225	2	2	optimizing	optimize	VERB
easat-2225	2	3	estate	estate	NOUN
easat-2225	2	4	planning	plan	VERB
easat-2225	2	5	through	through	ADP
easat-2225	2	6	strategic	strategic	ADJ
easat-2225	2	7	mutual	mutual	ADJ
easat-2225	2	8	fund	fund	NOUN
easat-2225	2	9	investments	investment	NOUN
easat-2225	2	10	:	:	PUNCT
easat-2225	2	11	analysis	analysis	NOUN
easat-2225	2	12	on	on	ADP
easat-2225	2	13	evaluating	evaluate	VERB
easat-2225	2	14	mutual	mutual	ADJ
easat-2225	2	15	fund	fund	NOUN
easat-2225	2	16	performance	performance	NOUN
easat-2225	2	17	models	model	NOUN
easat-2225	2	18	for	for	ADP
easat-2225	2	19	long	long	ADJ
easat-2225	2	20	term	term	NOUN
easat-2225	2	21	investment	investment	NOUN
easat-2225	2	22	objectives	objective	NOUN
easat-2225	2	23	vijai	vijai	NOUN
easat-2225	2	24	pillarsetti1	pillarsetti1	PROPN
easat-2225	2	25	*	*	NUM
easat-2225	2	26	,	,	PUNCT
easat-2225	2	27	k.	k.	PROPN
easat-2225	2	28	madhava	madhava	PROPN
easat-2225	2	29	rao2	rao2	PROPN
easat-2225	2	30	1gitam	1gitam	NUM
easat-2225	2	31	school	school	NOUN
easat-2225	2	32	of	of	ADP
easat-2225	2	33	business	business	NOUN
easat-2225	2	34	,	,	PUNCT
easat-2225	2	35	gitam	gitam	NOUN
easat-2225	2	36	(	(	PUNCT
easat-2225	2	37	deemed	deem	VERB
easat-2225	2	38	to	to	PART
easat-2225	2	39	be	be	AUX
easat-2225	2	40	)	)	PUNCT
easat-2225	2	41	university	university	NOUN
easat-2225	2	42	,	,	PUNCT
easat-2225	2	43	visakhapatnam	visakhapatnam	PROPN
easat-2225	2	44	ap	ap	PROPN
easat-2225	2	45	.	.	PUNCT
easat-2225	2	46	india	india	PROPN
easat-2225	2	47	;	;	PUNCT
easat-2225	3	1	vijaipillarsetti@gmail.com	vijaipillarsetti@gmail.com	PROPN
easat-2225	3	2	(	(	PUNCT
easat-2225	3	3	v.p	v.p	PROPN
easat-2225	3	4	)	)	PUNCT
easat-2225	3	5	.	.	PUNCT
easat-2225	4	1	2accounting	2accounting	NUM
easat-2225	4	2	&	&	CCONJ
easat-2225	4	3	finance	finance	NOUN
easat-2225	4	4	,	,	PUNCT
easat-2225	4	5	gitam	gitam	NOUN
easat-2225	4	6	school	school	NOUN
easat-2225	4	7	of	of	ADP
easat-2225	4	8	business	business	NOUN
easat-2225	4	9	,	,	PUNCT
easat-2225	4	10	gitam	gitam	NOUN
easat-2225	4	11	(	(	PUNCT
easat-2225	4	12	deemed	deem	VERB
easat-2225	4	13	to	to	PART
easat-2225	4	14	be	be	AUX
easat-2225	4	15	)	)	PUNCT
easat-2225	4	16	university	university	NOUN
easat-2225	4	17	,	,	PUNCT
easat-2225	4	18	visakhapatnam	visakhapatnam	PROPN
easat-2225	4	19	ap	ap	PROPN
easat-2225	4	20	,	,	PUNCT
easat-2225	4	21	india	india	PROPN
easat-2225	4	22	;	;	PUNCT
easat-2225	5	1	dkothapa@gitam.edu	dkothapa@gitam.edu	PROPN
easat-2225	5	2	(	(	PUNCT
easat-2225	5	3	k.m.r	k.m.r	PROPN
easat-2225	5	4	.	.	PUNCT
easat-2225	5	5	)	)	PUNCT
easat-2225	5	6	.	.	PUNCT
easat-2225	6	1	abstract	abstract	ADJ
easat-2225	6	2	:	:	PUNCT
easat-2225	6	3	estate	estate	NOUN
easat-2225	6	4	planning	planning	NOUN
easat-2225	6	5	is	be	AUX
easat-2225	6	6	a	a	DET
easat-2225	6	7	complex	complex	ADJ
easat-2225	6	8	and	and	CCONJ
easat-2225	6	9	crucial	crucial	ADJ
easat-2225	6	10	process	process	NOUN
easat-2225	6	11	for	for	ADP
easat-2225	6	12	transferring	transfer	VERB
easat-2225	6	13	assets	asset	NOUN
easat-2225	6	14	to	to	ADP
easat-2225	6	15	beneficiaries	beneficiary	NOUN
easat-2225	6	16	.	.	PUNCT
easat-2225	7	1	optimizing	optimize	VERB
easat-2225	7	2	this	this	DET
easat-2225	7	3	process	process	NOUN
easat-2225	7	4	involves	involve	VERB
easat-2225	7	5	the	the	DET
easat-2225	7	6	strategic	strategic	ADJ
easat-2225	7	7	integration	integration	NOUN
easat-2225	7	8	of	of	ADP
easat-2225	7	9	mutual	mutual	ADJ
easat-2225	7	10	funds	fund	NOUN
easat-2225	7	11	,	,	PUNCT
easat-2225	7	12	which	which	PRON
easat-2225	7	13	offers	offer	VERB
easat-2225	7	14	numerous	numerous	ADJ
easat-2225	7	15	advantages	advantage	NOUN
easat-2225	7	16	such	such	ADJ
easat-2225	7	17	as	as	ADP
easat-2225	7	18	bypassing	bypass	VERB
easat-2225	7	19	probate	probate	NOUN
easat-2225	7	20	,	,	PUNCT
easat-2225	7	21	diversification	diversification	NOUN
easat-2225	7	22	,	,	PUNCT
easat-2225	7	23	and	and	CCONJ
easat-2225	7	24	flexibility	flexibility	NOUN
easat-2225	7	25	.	.	PUNCT
easat-2225	8	1	this	this	DET
easat-2225	8	2	article	article	NOUN
easat-2225	8	3	explores	explore	VERB
easat-2225	8	4	the	the	DET
easat-2225	8	5	mutual	mutual	ADJ
easat-2225	8	6	fund	fund	NOUN
easat-2225	8	7	performance	performance	NOUN
easat-2225	8	8	assessment	assessment	NOUN
easat-2225	8	9	and	and	CCONJ
easat-2225	8	10	the	the	DET
easat-2225	8	11	factors	factor	NOUN
easat-2225	8	12	that	that	PRON
easat-2225	8	13	influence	influence	VERB
easat-2225	8	14	mutual	mutual	ADJ
easat-2225	8	15	fund	fund	NOUN
easat-2225	8	16	performance	performance	NOUN
easat-2225	8	17	are	be	AUX
easat-2225	8	18	the	the	DET
easat-2225	8	19	two	two	NUM
easat-2225	8	20	overarching	overarching	ADJ
easat-2225	8	21	topics	topic	NOUN
easat-2225	8	22	of	of	ADP
easat-2225	8	23	this	this	DET
easat-2225	8	24	study	study	NOUN
easat-2225	8	25	.	.	PUNCT
easat-2225	9	1	selecting	select	VERB
easat-2225	9	2	a	a	DET
easat-2225	9	3	performance	performance	NOUN
easat-2225	9	4	benchmark	benchmark	NOUN
easat-2225	9	5	that	that	PRON
easat-2225	9	6	strives	strive	VERB
easat-2225	9	7	to	to	PART
easat-2225	9	8	effectively	effectively	ADV
easat-2225	9	9	represent	represent	VERB
easat-2225	9	10	the	the	DET
easat-2225	9	11	fund	fund	NOUN
easat-2225	9	12	manager	manager	NOUN
easat-2225	9	13	's	's	PART
easat-2225	9	14	stock	stock	NOUN
easat-2225	9	15	selection	selection	NOUN
easat-2225	9	16	abilities	ability	NOUN
easat-2225	9	17	while	while	SCONJ
easat-2225	9	18	also	also	ADV
easat-2225	9	19	accurately	accurately	ADV
easat-2225	9	20	reflecting	reflect	VERB
easat-2225	9	21	the	the	DET
easat-2225	9	22	fund	fund	NOUN
easat-2225	9	23	's	's	PART
easat-2225	9	24	investing	investing	NOUN
easat-2225	9	25	strategy	strategy	NOUN
easat-2225	9	26	is	be	AUX
easat-2225	9	27	crucial	crucial	ADJ
easat-2225	9	28	.	.	PUNCT
easat-2225	10	1	investors	investor	NOUN
easat-2225	10	2	may	may	AUX
easat-2225	10	3	make	make	VERB
easat-2225	10	4	more	more	ADV
easat-2225	10	5	informed	informed	ADJ
easat-2225	10	6	choices	choice	NOUN
easat-2225	10	7	about	about	ADP
easat-2225	10	8	which	which	PRON
easat-2225	10	9	mutual	mutual	ADJ
easat-2225	10	10	fund	fund	NOUN
easat-2225	10	11	schemes	scheme	NOUN
easat-2225	10	12	are	be	AUX
easat-2225	10	13	best	good	ADJ
easat-2225	10	14	for	for	ADP
easat-2225	10	15	them	they	PRON
easat-2225	10	16	if	if	SCONJ
easat-2225	10	17	they	they	PRON
easat-2225	10	18	have	have	VERB
easat-2225	10	19	a	a	DET
easat-2225	10	20	firm	firm	ADJ
easat-2225	10	21	grasp	grasp	NOUN
easat-2225	10	22	of	of	ADP
easat-2225	10	23	the	the	DET
easat-2225	10	24	fund	fund	NOUN
easat-2225	10	25	's	's	PART
easat-2225	10	26	most	most	ADJ
easat-2225	10	27	salient	salient	NOUN
easat-2225	10	28	attributes	attribute	NOUN
easat-2225	10	29	.	.	PUNCT
easat-2225	11	1	addressing	address	VERB
easat-2225	11	2	this	this	DET
easat-2225	11	3	context	context	NOUN
easat-2225	11	4	,	,	PUNCT
easat-2225	11	5	this	this	DET
easat-2225	11	6	article	article	NOUN
easat-2225	11	7	presents	present	VERB
easat-2225	11	8	a	a	DET
easat-2225	11	9	novel	novel	ADJ
easat-2225	11	10	four	four	NUM
easat-2225	11	11	factor	factor	NOUN
easat-2225	11	12	asset	asset	NOUN
easat-2225	11	13	pricing	pricing	NOUN
easat-2225	11	14	model	model	NOUN
easat-2225	11	15	for	for	ADP
easat-2225	11	16	unconditional	unconditional	ADJ
easat-2225	11	17	performance	performance	NOUN
easat-2225	11	18	measures	measure	NOUN
easat-2225	11	19	.	.	PUNCT
easat-2225	12	1	in	in	ADP
easat-2225	12	2	addition	addition	NOUN
easat-2225	12	3	,	,	PUNCT
easat-2225	12	4	this	this	DET
easat-2225	12	5	study	study	NOUN
easat-2225	12	6	presents	present	VERB
easat-2225	12	7	a	a	DET
easat-2225	12	8	comparative	comparative	ADJ
easat-2225	12	9	analysis	analysis	NOUN
easat-2225	12	10	of	of	ADP
easat-2225	12	11	various	various	ADJ
easat-2225	12	12	asset	asset	NOUN
easat-2225	12	13	pricing	pricing	NOUN
easat-2225	12	14	models	model	NOUN
easat-2225	12	15	with	with	ADP
easat-2225	12	16	unconditional	unconditional	ADJ
easat-2225	12	17	performance	performance	NOUN
easat-2225	12	18	measures	measure	NOUN
easat-2225	12	19	.	.	PUNCT
easat-2225	13	1	keywords	keyword	NOUN
easat-2225	13	2	:	:	PUNCT
easat-2225	13	3	estate	estate	NOUN
easat-2225	13	4	planning	planning	NOUN
easat-2225	13	5	,	,	PUNCT
easat-2225	13	6	investment	investment	NOUN
easat-2225	13	7	objectives	objective	NOUN
easat-2225	13	8	,	,	PUNCT
easat-2225	13	9	mutual	mutual	ADJ
easat-2225	13	10	funds	fund	NOUN
easat-2225	13	11	.	.	PUNCT
easat-2225	14	1	1	1	X
easat-2225	14	2	.	.	X
easat-2225	14	3	introduction	introduction	NOUN
easat-2225	14	4	research	research	NOUN
easat-2225	14	5	on	on	ADP
easat-2225	14	6	the	the	DET
easat-2225	14	7	topic	topic	NOUN
easat-2225	14	8	of	of	ADP
easat-2225	14	9	measuring	measure	VERB
easat-2225	14	10	and	and	CCONJ
easat-2225	14	11	comparing	compare	VERB
easat-2225	14	12	the	the	DET
easat-2225	14	13	success	success	NOUN
easat-2225	14	14	of	of	ADP
easat-2225	14	15	various	various	ADJ
easat-2225	14	16	mutual	mutual	ADJ
easat-2225	14	17	fund	fund	NOUN
easat-2225	14	18	strategies	strategy	NOUN
easat-2225	14	19	spans	span	VERB
easat-2225	14	20	many	many	ADJ
easat-2225	14	21	decades	decade	NOUN
easat-2225	14	22	.	.	PUNCT
easat-2225	15	1	it	it	PRON
easat-2225	15	2	focuses	focus	VERB
easat-2225	15	3	on	on	ADP
easat-2225	15	4	a	a	DET
easat-2225	15	5	crucial	crucial	ADJ
easat-2225	15	6	factor	factor	NOUN
easat-2225	15	7	in	in	ADP
easat-2225	15	8	comparing	compare	VERB
easat-2225	15	9	the	the	DET
easat-2225	15	10	performance	performance	NOUN
easat-2225	15	11	of	of	ADP
easat-2225	15	12	different	different	ADJ
easat-2225	15	13	mutual	mutual	ADJ
easat-2225	15	14	fund	fund	NOUN
easat-2225	15	15	managers	manager	NOUN
easat-2225	15	16	against	against	ADP
easat-2225	15	17	a	a	DET
easat-2225	15	18	standard	standard	NOUN
easat-2225	15	19	.	.	PUNCT
easat-2225	16	1	when	when	SCONJ
easat-2225	16	2	comparing	compare	VERB
easat-2225	16	3	an	an	DET
easat-2225	16	4	actively	actively	ADV
easat-2225	16	5	managed	manage	VERB
easat-2225	16	6	portfolio	portfolio	NOUN
easat-2225	16	7	to	to	ADP
easat-2225	16	8	a	a	DET
easat-2225	16	9	passive	passive	ADJ
easat-2225	16	10	buy	buy	NOUN
easat-2225	16	11	-	-	PUNCT
easat-2225	16	12	and	and	CCONJ
easat-2225	16	13	-	-	PUNCT
easat-2225	16	14	hold	hold	VERB
easat-2225	16	15	one	one	NUM
easat-2225	16	16	,	,	PUNCT
easat-2225	16	17	performance	performance	NOUN
easat-2225	16	18	assessment	assessment	NOUN
easat-2225	16	19	seeks	seek	VERB
easat-2225	16	20	to	to	PART
easat-2225	16	21	answer	answer	VERB
easat-2225	16	22	the	the	DET
easat-2225	16	23	following	follow	VERB
easat-2225	16	24	question	question	NOUN
easat-2225	16	25	:	:	PUNCT
easat-2225	16	26	does	do	AUX
easat-2225	16	27	the	the	DET
easat-2225	16	28	actively	actively	ADV
easat-2225	16	29	managed	manage	VERB
easat-2225	16	30	portfolio	portfolio	NOUN
easat-2225	16	31	display	display	VERB
easat-2225	16	32	an	an	DET
easat-2225	16	33	abnormal	abnormal	ADJ
easat-2225	16	34	return	return	NOUN
easat-2225	16	35	?	?	PUNCT
easat-2225	17	1	the	the	DET
easat-2225	17	2	strong	strong	ADJ
easat-2225	17	3	version	version	NOUN
easat-2225	17	4	of	of	ADP
easat-2225	17	5	the	the	DET
easat-2225	17	6	efficient	efficient	ADJ
easat-2225	17	7	market	market	NOUN
easat-2225	17	8	hypothesis1	hypothesis1	NOUN
easat-2225	17	9	states	state	VERB
easat-2225	17	10	that	that	SCONJ
easat-2225	17	11	no	no	DET
easat-2225	17	12	one	one	NOUN
easat-2225	17	13	,	,	PUNCT
easat-2225	17	14	not	not	PART
easat-2225	17	15	even	even	ADV
easat-2225	17	16	fund	fund	NOUN
easat-2225	17	17	managers	manager	NOUN
easat-2225	17	18	,	,	PUNCT
easat-2225	17	19	can	can	AUX
easat-2225	17	20	consistently	consistently	ADV
easat-2225	17	21	beat	beat	VERB
easat-2225	17	22	the	the	DET
easat-2225	17	23	market	market	NOUN
easat-2225	17	24	by	by	ADP
easat-2225	17	25	using	use	VERB
easat-2225	17	26	price	price	NOUN
easat-2225	17	27	-	-	PUNCT
easat-2225	17	28	sensitive	sensitive	ADJ
easat-2225	17	29	knowledge	knowledge	NOUN
easat-2225	17	30	.	.	PUNCT
easat-2225	18	1	if	if	SCONJ
easat-2225	18	2	exceptional	exceptional	ADJ
easat-2225	18	3	management	management	NOUN
easat-2225	18	4	talents	talent	NOUN
easat-2225	18	5	are	be	AUX
easat-2225	18	6	discovered	discover	VERB
easat-2225	18	7	,	,	PUNCT
easat-2225	18	8	however	however	ADV
easat-2225	18	9	,	,	PUNCT
easat-2225	18	10	this	this	DET
easat-2225	18	11	theory	theory	NOUN
easat-2225	18	12	may	may	AUX
easat-2225	18	13	be	be	AUX
easat-2225	18	14	called	call	VERB
easat-2225	18	15	into	into	ADP
easat-2225	18	16	question	question	NOUN
easat-2225	18	17	.	.	PUNCT
easat-2225	19	1	but	but	CCONJ
easat-2225	19	2	after	after	ADP
easat-2225	19	3	over	over	ADP
easat-2225	19	4	fifty	fifty	NUM
easat-2225	19	5	years	year	NOUN
easat-2225	19	6	of	of	ADP
easat-2225	19	7	theoretical	theoretical	ADJ
easat-2225	19	8	and	and	CCONJ
easat-2225	19	9	empirical	empirical	ADJ
easat-2225	19	10	study	study	NOUN
easat-2225	19	11	into	into	ADP
easat-2225	19	12	performance	performance	NOUN
easat-2225	19	13	assessment	assessment	NOUN
easat-2225	19	14	,	,	PUNCT
easat-2225	19	15	the	the	DET
easat-2225	19	16	question	question	NOUN
easat-2225	19	17	of	of	ADP
easat-2225	19	18	what	what	PRON
easat-2225	19	19	constitutes	constitute	VERB
easat-2225	19	20	a	a	DET
easat-2225	19	21	suitable	suitable	ADJ
easat-2225	19	22	metric	metric	NOUN
easat-2225	19	23	of	of	ADP
easat-2225	19	24	mutual	mutual	ADJ
easat-2225	19	25	fund	fund	NOUN
easat-2225	19	26	performance	performance	NOUN
easat-2225	19	27	remains	remain	VERB
easat-2225	19	28	unanswered	unanswered	ADJ
easat-2225	19	29	.	.	PUNCT
easat-2225	20	1	jensen	jensen	PROPN
easat-2225	20	2	(	(	PUNCT
easat-2225	20	3	1968	1968	NUM
easat-2225	20	4	)	)	PUNCT
easat-2225	20	5	creates	create	VERB
easat-2225	20	6	a	a	DET
easat-2225	20	7	one	one	NUM
easat-2225	20	8	factor	factor	NOUN
easat-2225	20	9	model	model	NOUN
easat-2225	20	10	based	base	VERB
easat-2225	20	11	on	on	ADP
easat-2225	20	12	the	the	DET
easat-2225	20	13	capital	capital	NOUN
easat-2225	20	14	asset	asset	NOUN
easat-2225	20	15	pricing	pricing	NOUN
easat-2225	20	16	model	model	NOUN
easat-2225	20	17	that	that	PRON
easat-2225	20	18	uses	use	VERB
easat-2225	20	19	market	market	NOUN
easat-2225	20	20	performance	performance	NOUN
easat-2225	20	21	as	as	ADP
easat-2225	20	22	the	the	DET
easat-2225	20	23	only	only	ADJ
easat-2225	20	24	criterion	criterion	NOUN
easat-2225	20	25	for	for	ADP
easat-2225	20	26	evaluating	evaluate	VERB
easat-2225	20	27	the	the	DET
easat-2225	20	28	success	success	NOUN
easat-2225	20	29	of	of	ADP
easat-2225	20	30	mutual	mutual	ADJ
easat-2225	20	31	funds	fund	NOUN
easat-2225	20	32	.	.	PUNCT
easat-2225	21	1	that	that	SCONJ
easat-2225	21	2	the	the	DET
easat-2225	21	3	capm	capm	PROPN
easat-2225	21	4	requires	require	VERB
easat-2225	21	5	a	a	DET
easat-2225	21	6	time	time	NOUN
easat-2225	21	7	series	series	NOUN
easat-2225	21	8	regression	regression	NOUN
easat-2225	21	9	test	test	NOUN
easat-2225	21	10	was	be	AUX
easat-2225	21	11	originally	originally	ADV
easat-2225	21	12	noted	note	VERB
easat-2225	21	13	,	,	PUNCT
easat-2225	21	14	according	accord	VERB
easat-2225	21	15	fama	fama	NOUN
easat-2225	21	16	and	and	CCONJ
easat-2225	21	17	french	french	ADJ
easat-2225	21	18	(	(	PUNCT
easat-2225	21	19	2015	2015	NUM
easat-2225	21	20	)	)	PUNCT
easat-2225	21	21	,	,	PUNCT
easat-2225	21	22	by	by	ADP
easat-2225	21	23	jensen	jensen	PROPN
easat-2225	21	24	(	(	PUNCT
easat-2225	21	25	1968	1968	NUM
easat-2225	21	26	)	)	PUNCT
easat-2225	21	27	.	.	PUNCT
easat-2225	22	1	therefore	therefore	ADV
easat-2225	22	2	,	,	PUNCT
easat-2225	22	3	if	if	SCONJ
easat-2225	22	4	capm	capm	PROPN
easat-2225	22	5	is	be	AUX
easat-2225	22	6	true	true	ADJ
easat-2225	22	7	and	and	CCONJ
easat-2225	22	8	fully	fully	ADV
easat-2225	22	9	explains	explain	VERB
easat-2225	22	10	the	the	DET
easat-2225	22	11	excess	excess	ADJ
easat-2225	22	12	returns	return	NOUN
easat-2225	22	13	of	of	ADP
easat-2225	22	14	funds	fund	NOUN
easat-2225	22	15	,	,	PUNCT
easat-2225	22	16	then	then	ADV
easat-2225	22	17	the	the	DET
easat-2225	22	18	intercept	intercept	NOUN
easat-2225	22	19	in	in	ADP
easat-2225	22	20	this	this	DET
easat-2225	22	21	time	time	NOUN
easat-2225	22	22	series	series	PROPN
easat-2225	22	23	regression	regression	PROPN
easat-2225	22	24	,	,	PUNCT
easat-2225	22	25	also	also	ADV
easat-2225	22	26	known	know	VERB
easat-2225	22	27	as	as	ADP
easat-2225	22	28	jensen	jensen	PROPN
easat-2225	22	29	's	's	PART
easat-2225	22	30	alpha	alpha	NOUN
easat-2225	22	31	,	,	PUNCT
easat-2225	22	32	must	must	AUX
easat-2225	22	33	be	be	AUX
easat-2225	22	34	zero	zero	NUM
easat-2225	22	35	.	.	PUNCT
easat-2225	23	1	yet	yet	CCONJ
easat-2225	23	2	jensen	jensen	PROPN
easat-2225	23	3	finds	find	VERB
easat-2225	23	4	that	that	SCONJ
easat-2225	23	5	fund	fund	NOUN
easat-2225	23	6	managers	manager	NOUN
easat-2225	23	7	,	,	PUNCT
easat-2225	23	8	on	on	ADP
easat-2225	23	9	average	average	ADJ
easat-2225	23	10	,	,	PUNCT
easat-2225	23	11	have	have	VERB
easat-2225	23	12	weak	weak	ADJ
easat-2225	23	13	stock	stock	NOUN
easat-2225	23	14	-	-	PUNCT
easat-2225	23	15	selection	selection	NOUN
easat-2225	23	16	skills	skill	NOUN
easat-2225	23	17	as	as	ADP
easat-2225	23	18	a	a	DET
easat-2225	23	19	result	result	NOUN
easat-2225	23	20	of	of	ADP
easat-2225	23	21	his	his	PRON
easat-2225	23	22	research	research	NOUN
easat-2225	23	23	.	.	PUNCT
easat-2225	24	1	but	but	CCONJ
easat-2225	24	2	ippolito	ippolito	PROPN
easat-2225	24	3	(	(	PUNCT
easat-2225	24	4	1989	1989	NUM
easat-2225	24	5	)	)	PUNCT
easat-2225	24	6	finds	find	VERB
easat-2225	24	7	that	that	SCONJ
easat-2225	24	8	the	the	DET
easat-2225	24	9	funds	fund	NOUN
easat-2225	24	10	'	'	PART
easat-2225	24	11	anomalous	anomalous	ADJ
easat-2225	24	12	returns	return	NOUN
easat-2225	24	13	are	be	AUX
easat-2225	24	14	much	much	ADV
easat-2225	24	15	higher	high	ADJ
easat-2225	24	16	.	.	PUNCT
easat-2225	25	1	ippolito	ippolito	PROPN
easat-2225	25	2	's	's	PART
easat-2225	25	3	(	(	PUNCT
easat-2225	25	4	1989	1989	NUM
easat-2225	25	5	)	)	PUNCT
easat-2225	25	6	findings	finding	NOUN
easat-2225	25	7	were	be	AUX
easat-2225	25	8	later	later	ADV
easat-2225	25	9	questioned	question	VERB
easat-2225	25	10	by	by	ADP
easat-2225	25	11	elton	elton	PROPN
easat-2225	25	12	et	et	PROPN
easat-2225	25	13	al	al	PROPN
easat-2225	25	14	.	.	PROPN
easat-2225	26	1	(	(	PUNCT
easat-2225	26	2	2011	2011	NUM
easat-2225	26	3	)	)	PUNCT
easat-2225	26	4	,	,	PUNCT
easat-2225	26	5	who	who	PRON
easat-2225	26	6	attributed	attribute	VERB
easat-2225	26	7	their	their	PRON
easat-2225	26	8	findings	finding	NOUN
easat-2225	26	9	to	to	ADP
easat-2225	26	10	an	an	DET
easat-2225	26	11	unsuitable	unsuitable	ADJ
easat-2225	26	12	benchmark	benchmark	NOUN
easat-2225	26	13	.	.	PUNCT
easat-2225	27	1	results	result	NOUN
easat-2225	27	2	are	be	AUX
easat-2225	27	3	obtained	obtain	VERB
easat-2225	27	4	that	that	PRON
easat-2225	27	5	are	be	AUX
easat-2225	27	6	comparable	comparable	ADJ
easat-2225	27	7	to	to	ADP
easat-2225	27	8	jensen	jensen	PROPN
easat-2225	27	9	(	(	PUNCT
easat-2225	27	10	1968	1968	NUM
easat-2225	27	11	)	)	PUNCT
easat-2225	27	12	and	and	CCONJ
easat-2225	27	13	dissimilar	dissimilar	ADJ
easat-2225	27	14	to	to	ADP
easat-2225	27	15	ippolito	ippolito	PROPN
easat-2225	27	16	(	(	PUNCT
easat-2225	27	17	1989	1989	NUM
easat-2225	27	18	)	)	PUNCT
easat-2225	27	19	when	when	SCONJ
easat-2225	27	20	non	non	ADJ
easat-2225	27	21	-	-	ADJ
easat-2225	27	22	s&p	s&p	ADJ
easat-2225	27	23	assets	asset	NOUN
easat-2225	27	24	are	be	AUX
easat-2225	27	25	properly	properly	ADV
easat-2225	27	26	accounted	account	VERB
easat-2225	27	27	for	for	ADP
easat-2225	27	28	.	.	PUNCT
easat-2225	28	1	several	several	ADJ
easat-2225	28	2	authors	author	NOUN
easat-2225	28	3	have	have	AUX
easat-2225	28	4	used	use	VERB
easat-2225	28	5	jensen	jensen	PROPN
easat-2225	28	6	's	's	PART
easat-2225	28	7	1220	1220	NUM
easat-2225	28	8	edelweiss	edelweiss	PROPN
easat-2225	28	9	applied	apply	VERB
easat-2225	28	10	science	science	NOUN
easat-2225	28	11	and	and	CCONJ
easat-2225	28	12	technology	technology	NOUN
easat-2225	28	13	issn	issn	PROPN
easat-2225	28	14	:	:	PUNCT
easat-2225	28	15	2576	2576	NUM
easat-2225	28	16	-	-	SYM
easat-2225	28	17	8484	8484	NUM
easat-2225	28	18	vol	vol	NOUN
easat-2225	28	19	.	.	PROPN
easat-2225	28	20	8	8	NUM
easat-2225	28	21	,	,	PUNCT
easat-2225	28	22	no	no	INTJ
easat-2225	28	23	.	.	NOUN
easat-2225	28	24	6	6	NUM
easat-2225	28	25	:	:	SYM
easat-2225	28	26	1219	1219	NUM
easat-2225	28	27	-	-	SYM
easat-2225	28	28	1227	1227	NUM
easat-2225	28	29	,	,	PUNCT
easat-2225	28	30	2024	2024	NUM
easat-2225	28	31	doi	doi	NOUN
easat-2225	28	32	:	:	PUNCT
easat-2225	28	33	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	28	34	©	©	ADP
easat-2225	28	35	2024	2024	NUM
easat-2225	28	36	by	by	ADP
easat-2225	28	37	the	the	DET
easat-2225	28	38	authors	author	NOUN
easat-2225	28	39	;	;	PUNCT
easat-2225	28	40	licensee	licensee	PROPN
easat-2225	28	41	learning	learning	NOUN
easat-2225	28	42	gate	gate	NOUN
easat-2225	28	43	(	(	PUNCT
easat-2225	28	44	1968	1968	NUM
easat-2225	28	45	)	)	PUNCT
easat-2225	28	46	measure	measure	NOUN
easat-2225	28	47	to	to	PART
easat-2225	28	48	examine	examine	VERB
easat-2225	28	49	the	the	DET
easat-2225	28	50	stock	stock	NOUN
easat-2225	28	51	-	-	PUNCT
easat-2225	28	52	picking	picking	NOUN
easat-2225	28	53	skills	skill	NOUN
easat-2225	28	54	of	of	ADP
easat-2225	28	55	fund	fund	NOUN
easat-2225	28	56	managers	manager	NOUN
easat-2225	28	57	,	,	PUNCT
easat-2225	28	58	but	but	CCONJ
easat-2225	28	59	their	their	PRON
easat-2225	28	60	findings	finding	NOUN
easat-2225	28	61	have	have	AUX
easat-2225	28	62	been	be	AUX
easat-2225	28	63	inconsistent	inconsistent	ADJ
easat-2225	28	64	(	(	PUNCT
easat-2225	28	65	christensen	christensen	PROPN
easat-2225	28	66	,	,	PUNCT
easat-2225	28	67	2003	2003	NUM
easat-2225	28	68	;	;	PUNCT
easat-2225	28	69	rozali	rozali	VERB
easat-2225	28	70	and	and	CCONJ
easat-2225	28	71	abdullah	abdullah	PROPN
easat-2225	28	72	,	,	PUNCT
easat-2225	28	73	2006	2006	NUM
easat-2225	28	74	;	;	PUNCT
easat-2225	28	75	rompotis	rompotis	NOUN
easat-2225	28	76	,	,	PUNCT
easat-2225	28	77	2007	2007	NUM
easat-2225	28	78	;	;	PUNCT
easat-2225	28	79	swinkels	swinkel	NOUN
easat-2225	28	80	and	and	CCONJ
easat-2225	28	81	rzezniczak	rzezniczak	NOUN
easat-2225	28	82	,	,	PUNCT
easat-2225	28	83	2009	2009	NUM
easat-2225	28	84	;	;	PUNCT
easat-2225	28	85	koulis	koulis	PROPN
easat-2225	28	86	,	,	PUNCT
easat-2225	28	87	beneki	beneki	NOUN
easat-2225	28	88	,	,	PUNCT
easat-2225	28	89	adam	adam	PROPN
easat-2225	28	90	,	,	PUNCT
easat-2225	28	91	and	and	CCONJ
easat-2225	28	92	botsaris	botsaris	ADJ
easat-2225	28	93	2011	2011	NUM
easat-2225	28	94	;	;	PUNCT
easat-2225	28	95	neto	neto	VERB
easat-2225	28	96	,	,	PUNCT
easat-2225	28	97	2014	2014	NUM
easat-2225	28	98	;	;	PUNCT
easat-2225	28	99	qamruzzaman	qamruzzaman	NOUN
easat-2225	28	100	,	,	PUNCT
easat-2225	28	101	2014	2014	NUM
easat-2225	28	102	,	,	PUNCT
easat-2225	28	103	etc	etc	X
easat-2225	28	104	.	.	X
easat-2225	28	105	)	)	PUNCT
easat-2225	28	106	.	.	PUNCT
easat-2225	29	1	the	the	DET
easat-2225	29	2	capm	capm	PROPN
easat-2225	29	3	foundation	foundation	PROPN
easat-2225	29	4	of	of	ADP
easat-2225	29	5	jensen	jensen	PROPN
easat-2225	29	6	's	's	PART
easat-2225	29	7	alpha	alpha	NOUN
easat-2225	29	8	is	be	AUX
easat-2225	29	9	that	that	SCONJ
easat-2225	29	10	investors	investor	NOUN
easat-2225	29	11	make	make	VERB
easat-2225	29	12	portfolio	portfolio	NOUN
easat-2225	29	13	selections	selection	NOUN
easat-2225	29	14	based	base	VERB
easat-2225	29	15	only	only	ADV
easat-2225	29	16	on	on	ADP
easat-2225	29	17	mean	mean	NOUN
easat-2225	29	18	and	and	CCONJ
easat-2225	29	19	variance	variance	NOUN
easat-2225	29	20	of	of	ADP
easat-2225	29	21	asset	asset	NOUN
easat-2225	29	22	returns	return	NOUN
easat-2225	29	23	.	.	PUNCT
easat-2225	30	1	all	all	DET
easat-2225	30	2	moments	moment	NOUN
easat-2225	30	3	of	of	ADP
easat-2225	30	4	returns	return	NOUN
easat-2225	30	5	,	,	PUNCT
easat-2225	30	6	not	not	PART
easat-2225	30	7	just	just	ADV
easat-2225	30	8	the	the	DET
easat-2225	30	9	mean	mean	NOUN
easat-2225	30	10	and	and	CCONJ
easat-2225	30	11	variance	variance	NOUN
easat-2225	30	12	,	,	PUNCT
easat-2225	30	13	become	become	VERB
easat-2225	30	14	important	important	ADJ
easat-2225	30	15	to	to	ADP
easat-2225	30	16	investors	investor	NOUN
easat-2225	30	17	when	when	SCONJ
easat-2225	30	18	returns	return	NOUN
easat-2225	30	19	are	be	AUX
easat-2225	30	20	not	not	PART
easat-2225	30	21	normal	normal	ADJ
easat-2225	30	22	(	(	PUNCT
easat-2225	30	23	rubinstein	rubinstein	PROPN
easat-2225	30	24	,	,	PUNCT
easat-2225	30	25	1973	1973	NUM
easat-2225	30	26	)	)	PUNCT
easat-2225	30	27	.	.	PUNCT
easat-2225	31	1	in	in	ADP
easat-2225	31	2	the	the	DET
easat-2225	31	3	1970s	1970	NOUN
easat-2225	31	4	,	,	PUNCT
easat-2225	31	5	as	as	ADP
easat-2225	31	6	an	an	DET
easat-2225	31	7	extension	extension	NOUN
easat-2225	31	8	of	of	ADP
easat-2225	31	9	capm	capm	PROPN
easat-2225	31	10	,	,	PUNCT
easat-2225	31	11	higher	high	ADJ
easat-2225	31	12	order	order	NOUN
easat-2225	31	13	moments	moment	NOUN
easat-2225	31	14	-	-	PUNCT
easat-2225	31	15	based	base	VERB
easat-2225	31	16	models	model	NOUN
easat-2225	31	17	were	be	AUX
easat-2225	31	18	established	establish	VERB
easat-2225	31	19	,	,	PUNCT
easat-2225	31	20	allowing	allow	VERB
easat-2225	31	21	investors	investor	NOUN
easat-2225	31	22	to	to	PART
easat-2225	31	23	express	express	VERB
easat-2225	31	24	preferences	preference	NOUN
easat-2225	31	25	for	for	ADP
easat-2225	31	26	higher	high	ADJ
easat-2225	31	27	moments	moment	NOUN
easat-2225	31	28	in	in	ADP
easat-2225	31	29	the	the	DET
easat-2225	31	30	return	return	NOUN
easat-2225	31	31	distribution	distribution	NOUN
easat-2225	31	32	of	of	ADP
easat-2225	31	33	assets	asset	NOUN
easat-2225	31	34	beyond	beyond	ADP
easat-2225	31	35	the	the	DET
easat-2225	31	36	first	first	ADJ
easat-2225	31	37	two	two	NUM
easat-2225	31	38	moments	moment	NOUN
easat-2225	31	39	.	.	PUNCT
easat-2225	32	1	since	since	SCONJ
easat-2225	32	2	risk	risk	NOUN
easat-2225	32	3	-	-	PUNCT
easat-2225	32	4	averse	averse	ADJ
easat-2225	32	5	investors	investor	NOUN
easat-2225	32	6	are	be	AUX
easat-2225	32	7	thought	think	VERB
easat-2225	32	8	to	to	PART
easat-2225	32	9	favour	favour	VERB
easat-2225	32	10	portfolios	portfolio	NOUN
easat-2225	32	11	with	with	ADP
easat-2225	32	12	positive	positive	ADJ
easat-2225	32	13	skewness	skewness	NOUN
easat-2225	32	14	,	,	PUNCT
easat-2225	32	15	kraus	kraus	PROPN
easat-2225	32	16	and	and	CCONJ
easat-2225	32	17	litzenberger	litzenberger	NOUN
easat-2225	32	18	(	(	PUNCT
easat-2225	32	19	1976	1976	NUM
easat-2225	32	20	)	)	PUNCT
easat-2225	32	21	developed	develop	VERB
easat-2225	32	22	threemoment	threemoment	NOUN
easat-2225	32	23	capm	capm	PROPN
easat-2225	32	24	by	by	ADP
easat-2225	32	25	extending	extend	VERB
easat-2225	32	26	capm	capm	PROPN
easat-2225	32	27	to	to	PART
easat-2225	32	28	include	include	VERB
easat-2225	32	29	a	a	DET
easat-2225	32	30	systematic	systematic	ADJ
easat-2225	32	31	skewness	skewness	NOUN
easat-2225	32	32	variable	variable	NOUN
easat-2225	32	33	.	.	PUNCT
easat-2225	33	1	investors	investor	NOUN
easat-2225	33	2	prefer	prefer	VERB
easat-2225	33	3	positive	positive	ADJ
easat-2225	33	4	return	return	NOUN
easat-2225	33	5	skewness	skewness	NOUN
easat-2225	33	6	in	in	ADP
easat-2225	33	7	their	their	PRON
easat-2225	33	8	portfolios	portfolio	NOUN
easat-2225	33	9	,	,	PUNCT
easat-2225	33	10	as	as	SCONJ
easat-2225	33	11	acknowledged	acknowledge	VERB
easat-2225	33	12	by	by	ADP
easat-2225	33	13	friend	friend	NOUN
easat-2225	33	14	and	and	CCONJ
easat-2225	33	15	westerfield	westerfield	PROPN
easat-2225	33	16	(	(	PUNCT
easat-2225	33	17	1980	1980	NUM
easat-2225	33	18	)	)	PUNCT
easat-2225	33	19	,	,	PUNCT
easat-2225	33	20	and	and	CCONJ
easat-2225	33	21	the	the	DET
easat-2225	33	22	resulting	result	VERB
easat-2225	33	23	positive	positive	ADJ
easat-2225	33	24	or	or	CCONJ
easat-2225	33	25	negative	negative	ADJ
easat-2225	33	26	coskewness	coskewness	NOUN
easat-2225	33	27	of	of	ADP
easat-2225	33	28	individual	individual	ADJ
easat-2225	33	29	assets	asset	NOUN
easat-2225	33	30	with	with	ADP
easat-2225	33	31	the	the	DET
easat-2225	33	32	market	market	NOUN
easat-2225	33	33	index	index	NOUN
easat-2225	33	34	depends	depend	VERB
easat-2225	33	35	on	on	ADP
easat-2225	33	36	the	the	DET
easat-2225	33	37	skewness	skewness	NOUN
easat-2225	33	38	of	of	ADP
easat-2225	33	39	the	the	DET
easat-2225	33	40	market	market	NOUN
easat-2225	33	41	index	index	NOUN
easat-2225	33	42	.	.	PUNCT
easat-2225	34	1	fang	fang	PROPN
easat-2225	34	2	and	and	CCONJ
easat-2225	34	3	lai	lai	PROPN
easat-2225	34	4	(	(	PUNCT
easat-2225	34	5	1997	1997	NUM
easat-2225	34	6	)	)	PUNCT
easat-2225	34	7	provide	provide	VERB
easat-2225	34	8	evidence	evidence	NOUN
easat-2225	34	9	that	that	SCONJ
easat-2225	34	10	the	the	DET
easat-2225	34	11	systematic	systematic	ADJ
easat-2225	34	12	skewness	skewness	NOUN
easat-2225	34	13	and	and	CCONJ
easat-2225	34	14	kurtosis	kurtosis	NOUN
easat-2225	34	15	,	,	PUNCT
easat-2225	34	16	in	in	ADP
easat-2225	34	17	addition	addition	NOUN
easat-2225	34	18	to	to	ADP
easat-2225	34	19	the	the	DET
easat-2225	34	20	systematic	systematic	ADJ
easat-2225	34	21	variance	variance	NOUN
easat-2225	34	22	,	,	PUNCT
easat-2225	34	23	are	be	AUX
easat-2225	34	24	connected	connect	VERB
easat-2225	34	25	to	to	ADP
easat-2225	34	26	the	the	DET
easat-2225	34	27	predicted	predict	VERB
easat-2225	34	28	excess	excess	ADJ
easat-2225	34	29	return	return	NOUN
easat-2225	34	30	of	of	ADP
easat-2225	34	31	an	an	DET
easat-2225	34	32	asset	asset	NOUN
easat-2225	34	33	.	.	PUNCT
easat-2225	35	1	systematic	systematic	ADJ
easat-2225	35	2	skewness	skewness	NOUN
easat-2225	35	3	and	and	CCONJ
easat-2225	35	4	kurtosis	kurtosis	NOUN
easat-2225	35	5	,	,	PUNCT
easat-2225	35	6	as	as	SCONJ
easat-2225	35	7	shown	show	VERB
easat-2225	35	8	by	by	ADP
easat-2225	35	9	hwang	hwang	PROPN
easat-2225	35	10	and	and	CCONJ
easat-2225	35	11	satchell	satchell	PROPN
easat-2225	35	12	(	(	PUNCT
easat-2225	35	13	1999	1999	NUM
easat-2225	35	14	)	)	PUNCT
easat-2225	35	15	,	,	PUNCT
easat-2225	35	16	are	be	AUX
easat-2225	35	17	superior	superior	ADJ
easat-2225	35	18	to	to	ADP
easat-2225	35	19	traditional	traditional	ADJ
easat-2225	35	20	methods	method	NOUN
easat-2225	35	21	for	for	ADP
easat-2225	35	22	explaining	explain	VERB
easat-2225	35	23	returns	return	NOUN
easat-2225	35	24	in	in	ADP
easat-2225	35	25	the	the	DET
easat-2225	35	26	developing	develop	VERB
easat-2225	35	27	markets	market	NOUN
easat-2225	35	28	.	.	PUNCT
easat-2225	36	1	coskewness	coskewness	PROPN
easat-2225	36	2	is	be	AUX
easat-2225	36	3	shown	show	VERB
easat-2225	36	4	to	to	PART
easat-2225	36	5	be	be	AUX
easat-2225	36	6	crucial	crucial	ADJ
easat-2225	36	7	in	in	ADP
easat-2225	36	8	elucidating	elucidate	VERB
easat-2225	36	9	equity	equity	NOUN
easat-2225	36	10	returns	return	NOUN
easat-2225	36	11	,	,	PUNCT
easat-2225	36	12	and	and	CCONJ
easat-2225	36	13	harvey	harvey	NOUN
easat-2225	36	14	and	and	CCONJ
easat-2225	36	15	siddique	siddique	NOUN
easat-2225	36	16	(	(	PUNCT
easat-2225	36	17	2000	2000	NUM
easat-2225	36	18	)	)	PUNCT
easat-2225	36	19	provide	provide	VERB
easat-2225	36	20	four	four	NUM
easat-2225	36	21	metrics	metric	NOUN
easat-2225	36	22	to	to	PART
easat-2225	36	23	calculate	calculate	VERB
easat-2225	36	24	coskewness	coskewness	PROPN
easat-2225	36	25	.	.	PUNCT
easat-2225	37	1	after	after	ADP
easat-2225	37	2	using	use	VERB
easat-2225	37	3	the	the	DET
easat-2225	37	4	four	four	NUM
easat-2225	37	5	-	-	PUNCT
easat-2225	37	6	moment	moment	NOUN
easat-2225	37	7	model	model	NOUN
easat-2225	37	8	to	to	PART
easat-2225	37	9	examine	examine	VERB
easat-2225	37	10	systematic	systematic	ADJ
easat-2225	37	11	skewness	skewness	NOUN
easat-2225	37	12	and	and	CCONJ
easat-2225	37	13	kurtosis	kurtosis	NOUN
easat-2225	37	14	'	'	PUNCT
easat-2225	37	15	impact	impact	NOUN
easat-2225	37	16	on	on	ADP
easat-2225	37	17	futures	future	NOUN
easat-2225	37	18	market	market	NOUN
easat-2225	37	19	returns	return	NOUN
easat-2225	37	20	,	,	PUNCT
easat-2225	37	21	christie	christie	NOUN
easat-2225	37	22	and	and	CCONJ
easat-2225	37	23	chaudry	chaudry	ADJ
easat-2225	37	24	(	(	PUNCT
easat-2225	37	25	2001	2001	NUM
easat-2225	37	26	)	)	PUNCT
easat-2225	37	27	found	find	VERB
easat-2225	37	28	that	that	SCONJ
easat-2225	37	29	higher	high	ADJ
easat-2225	37	30	order	order	NOUN
easat-2225	37	31	moments	moment	NOUN
easat-2225	37	32	increased	increase	VERB
easat-2225	37	33	the	the	DET
easat-2225	37	34	explanatory	explanatory	ADJ
easat-2225	37	35	capacity	capacity	NOUN
easat-2225	37	36	of	of	ADP
easat-2225	37	37	the	the	DET
easat-2225	37	38	return	return	NOUN
easat-2225	37	39	producing	produce	VERB
easat-2225	37	40	process	process	NOUN
easat-2225	37	41	.	.	PUNCT
easat-2225	38	1	higher	high	ADJ
easat-2225	38	2	comoments	comoment	NOUN
easat-2225	38	3	,	,	PUNCT
easat-2225	38	4	and	and	CCONJ
easat-2225	38	5	in	in	ADP
easat-2225	38	6	particular	particular	ADJ
easat-2225	38	7	cokurtosis	cokurtosis	NOUN
easat-2225	38	8	,	,	PUNCT
easat-2225	38	9	are	be	AUX
easat-2225	38	10	important	important	ADJ
easat-2225	38	11	in	in	ADP
easat-2225	38	12	understanding	understand	VERB
easat-2225	38	13	the	the	DET
easat-2225	38	14	returns	return	NOUN
easat-2225	38	15	of	of	ADP
easat-2225	38	16	securities	security	NOUN
easat-2225	38	17	in	in	ADP
easat-2225	38	18	the	the	DET
easat-2225	38	19	real	real	ADJ
easat-2225	38	20	estate	estate	NOUN
easat-2225	38	21	market	market	NOUN
easat-2225	38	22	,	,	PUNCT
easat-2225	38	23	according	accord	VERB
easat-2225	38	24	to	to	ADP
easat-2225	38	25	liow	liow	NOUN
easat-2225	38	26	and	and	CCONJ
easat-2225	38	27	chan	chan	PROPN
easat-2225	38	28	(	(	PUNCT
easat-2225	38	29	2005	2005	NUM
easat-2225	38	30	)	)	PUNCT
easat-2225	38	31	.	.	PUNCT
easat-2225	39	1	moreno	moreno	PROPN
easat-2225	39	2	and	and	CCONJ
easat-2225	39	3	rodriguez	rodriguez	PROPN
easat-2225	39	4	(	(	PUNCT
easat-2225	39	5	2005	2005	NUM
easat-2225	39	6	,	,	PUNCT
easat-2225	39	7	2009	2009	NUM
easat-2225	39	8	)	)	PUNCT
easat-2225	39	9	analyze	analyze	VERB
easat-2225	39	10	the	the	DET
easat-2225	39	11	impact	impact	NOUN
easat-2225	39	12	of	of	ADP
easat-2225	39	13	coskewness	coskewness	ADJ
easat-2225	39	14	factor	factor	NOUN
easat-2225	39	15	on	on	ADP
easat-2225	39	16	mutual	mutual	ADJ
easat-2225	39	17	fund	fund	NOUN
easat-2225	39	18	performance	performance	NOUN
easat-2225	39	19	and	and	CCONJ
easat-2225	39	20	argue	argue	VERB
easat-2225	39	21	for	for	ADP
easat-2225	39	22	the	the	DET
easat-2225	39	23	component	component	NOUN
easat-2225	39	24	's	's	PART
easat-2225	39	25	incorporation	incorporation	NOUN
easat-2225	39	26	into	into	ADP
easat-2225	39	27	the	the	DET
easat-2225	39	28	model	model	NOUN
easat-2225	39	29	.	.	PUNCT
easat-2225	40	1	ding	ding	NOUN
easat-2225	40	2	and	and	CCONJ
easat-2225	40	3	shawky	shawky	PROPN
easat-2225	40	4	(	(	PUNCT
easat-2225	40	5	2007	2007	NUM
easat-2225	40	6	)	)	PUNCT
easat-2225	40	7	claim	claim	VERB
easat-2225	40	8	that	that	SCONJ
easat-2225	40	9	the	the	DET
easat-2225	40	10	skewness	skewness	NOUN
easat-2225	40	11	adjusted	adjust	VERB
easat-2225	40	12	model	model	NOUN
easat-2225	40	13	has	have	VERB
easat-2225	40	14	better	well	ADJ
easat-2225	40	15	explanatory	explanatory	ADJ
easat-2225	40	16	power	power	NOUN
easat-2225	40	17	when	when	SCONJ
easat-2225	40	18	examining	examine	VERB
easat-2225	40	19	the	the	DET
easat-2225	40	20	effect	effect	NOUN
easat-2225	40	21	of	of	ADP
easat-2225	40	22	coskewness	coskewness	NOUN
easat-2225	40	23	on	on	ADP
easat-2225	40	24	hedge	hedge	NOUN
easat-2225	40	25	fund	fund	NOUN
easat-2225	40	26	performance	performance	NOUN
easat-2225	40	27	.	.	PUNCT
easat-2225	41	1	cubic	cubic	ADJ
easat-2225	41	2	market	market	NOUN
easat-2225	41	3	models	model	NOUN
easat-2225	41	4	congruent	congruent	ADJ
easat-2225	41	5	with	with	ADP
easat-2225	41	6	the	the	DET
easat-2225	41	7	fourmoment	fourmoment	ADJ
easat-2225	41	8	model	model	NOUN
easat-2225	41	9	are	be	AUX
easat-2225	41	10	used	use	VERB
easat-2225	41	11	by	by	ADP
easat-2225	41	12	hung	hung	PROPN
easat-2225	41	13	et	et	PROPN
easat-2225	41	14	al	al	PROPN
easat-2225	41	15	.	.	PROPN
easat-2225	42	1	(	(	PUNCT
easat-2225	42	2	2004	2004	NUM
easat-2225	42	3	)	)	PUNCT
easat-2225	42	4	,	,	PUNCT
easat-2225	42	5	lin	lin	PROPN
easat-2225	42	6	and	and	CCONJ
easat-2225	42	7	wang	wang	PROPN
easat-2225	42	8	(	(	PUNCT
easat-2225	42	9	2004	2004	NUM
easat-2225	42	10	)	)	PUNCT
easat-2225	42	11	,	,	PUNCT
easat-2225	42	12	chunhachinda	chunhachinda	PROPN
easat-2225	42	13	et	et	PROPN
easat-2225	42	14	al	al	PROPN
easat-2225	42	15	.	.	PROPN
easat-2225	43	1	(	(	PUNCT
easat-2225	43	2	2006	2006	NUM
easat-2225	43	3	)	)	PUNCT
easat-2225	43	4	,	,	PUNCT
easat-2225	43	5	javid	javid	PROPN
easat-2225	43	6	(	(	PUNCT
easat-2225	43	7	2009	2009	NUM
easat-2225	43	8	)	)	PUNCT
easat-2225	43	9	,	,	PUNCT
easat-2225	43	10	and	and	CCONJ
easat-2225	43	11	gardijan	gardijan	NOUN
easat-2225	43	12	and	and	CCONJ
easat-2225	43	13	skrinjaric	skrinjaric	ADJ
easat-2225	43	14	(	(	PUNCT
easat-2225	43	15	2015	2015	NUM
easat-2225	43	16	)	)	PUNCT
easat-2225	43	17	.	.	PUNCT
easat-2225	44	1	however	however	ADV
easat-2225	44	2	,	,	PUNCT
easat-2225	44	3	the	the	DET
easat-2225	44	4	1990s	1990	NOUN
easat-2225	44	5	mark	mark	VERB
easat-2225	44	6	the	the	DET
easat-2225	44	7	beginning	beginning	NOUN
easat-2225	44	8	of	of	ADP
easat-2225	44	9	the	the	DET
easat-2225	44	10	period	period	NOUN
easat-2225	44	11	of	of	ADP
easat-2225	44	12	investing	investing	NOUN
easat-2225	44	13	style	style	NOUN
easat-2225	44	14	based	base	VERB
easat-2225	44	15	multifactor	multifactor	NOUN
easat-2225	44	16	models	model	NOUN
easat-2225	44	17	,	,	PUNCT
easat-2225	44	18	which	which	PRON
easat-2225	44	19	represent	represent	VERB
easat-2225	44	20	a	a	DET
easat-2225	44	21	significant	significant	ADJ
easat-2225	44	22	change	change	NOUN
easat-2225	44	23	in	in	ADP
easat-2225	44	24	methodology	methodology	NOUN
easat-2225	44	25	.	.	PUNCT
easat-2225	45	1	the	the	DET
easat-2225	45	2	single	single	ADJ
easat-2225	45	3	factor	factor	NOUN
easat-2225	45	4	model	model	NOUN
easat-2225	45	5	of	of	ADP
easat-2225	45	6	jensen	jensen	PROPN
easat-2225	45	7	is	be	AUX
easat-2225	45	8	expanded	expand	VERB
easat-2225	45	9	by	by	ADP
easat-2225	45	10	fama	fama	NOUN
easat-2225	45	11	and	and	CCONJ
easat-2225	45	12	french	french	ADJ
easat-2225	45	13	(	(	PUNCT
easat-2225	45	14	1993	1993	NUM
easat-2225	45	15	)	)	PUNCT
easat-2225	45	16	,	,	PUNCT
easat-2225	45	17	who	who	PRON
easat-2225	45	18	include	include	VERB
easat-2225	45	19	size	size	NOUN
easat-2225	45	20	and	and	CCONJ
easat-2225	45	21	value	value	NOUN
easat-2225	45	22	components	component	NOUN
easat-2225	45	23	.	.	PUNCT
easat-2225	46	1	in	in	ADP
easat-2225	46	2	addition	addition	NOUN
easat-2225	46	3	to	to	ADP
easat-2225	46	4	the	the	DET
easat-2225	46	5	market	market	NOUN
easat-2225	46	6	,	,	PUNCT
easat-2225	46	7	size	size	NOUN
easat-2225	46	8	,	,	PUNCT
easat-2225	46	9	and	and	CCONJ
easat-2225	46	10	value	value	NOUN
easat-2225	46	11	components	component	NOUN
easat-2225	46	12	proposed	propose	VERB
easat-2225	46	13	four	four	NUM
easat-2225	46	14	factor	factor	NOUN
easat-2225	46	15	model	model	NOUN
easat-2225	46	16	by	by	ADP
easat-2225	46	17	jegadeesh	jegadeesh	NOUN
easat-2225	46	18	and	and	CCONJ
easat-2225	46	19	titman	titman	NOUN
easat-2225	46	20	(	(	PUNCT
easat-2225	46	21	1993	1993	NUM
easat-2225	46	22	)	)	PUNCT
easat-2225	46	23	,	,	PUNCT
easat-2225	46	24	proposed	propose	VERB
easat-2225	46	25	four	four	NUM
easat-2225	46	26	factor	factor	NOUN
easat-2225	46	27	model	model	NOUN
easat-2225	46	28	(	(	PUNCT
easat-2225	46	29	1997	1997	NUM
easat-2225	46	30	)	)	PUNCT
easat-2225	46	31	develops	develop	VERB
easat-2225	46	32	a	a	DET
easat-2225	46	33	multi	multi	ADJ
easat-2225	46	34	-	-	ADJ
easat-2225	46	35	factor	factor	NOUN
easat-2225	46	36	model	model	NOUN
easat-2225	46	37	that	that	PRON
easat-2225	46	38	incorporates	incorporate	VERB
easat-2225	46	39	the	the	DET
easat-2225	46	40	momentum	momentum	NOUN
easat-2225	46	41	element	element	NOUN
easat-2225	46	42	.	.	PUNCT
easat-2225	47	1	these	these	DET
easat-2225	47	2	multifactor	multifactor	NOUN
easat-2225	47	3	models	model	NOUN
easat-2225	47	4	are	be	AUX
easat-2225	47	5	purely	purely	ADV
easat-2225	47	6	empirical	empirical	ADJ
easat-2225	47	7	,	,	PUNCT
easat-2225	47	8	rather	rather	ADV
easat-2225	47	9	than	than	ADP
easat-2225	47	10	grounded	ground	VERB
easat-2225	47	11	on	on	ADP
easat-2225	47	12	any	any	DET
easat-2225	47	13	theory	theory	NOUN
easat-2225	47	14	.	.	PUNCT
easat-2225	48	1	some	some	DET
easat-2225	48	2	funds	fund	NOUN
easat-2225	48	3	invest	invest	VERB
easat-2225	48	4	in	in	ADP
easat-2225	48	5	higher	high	ADJ
easat-2225	48	6	yielding	yielding	ADJ
easat-2225	48	7	and	and	CCONJ
easat-2225	48	8	riskier	risky	ADJ
easat-2225	48	9	bonds	bond	NOUN
easat-2225	48	10	,	,	PUNCT
easat-2225	48	11	which	which	PRON
easat-2225	48	12	is	be	AUX
easat-2225	48	13	not	not	PART
easat-2225	48	14	captured	capture	VERB
easat-2225	48	15	by	by	ADP
easat-2225	48	16	the	the	DET
easat-2225	48	17	risk	risk	NOUN
easat-2225	48	18	-	-	PUNCT
easat-2225	48	19	free	free	ADJ
easat-2225	48	20	rate	rate	NOUN
easat-2225	48	21	of	of	ADP
easat-2225	48	22	interest	interest	NOUN
easat-2225	48	23	,	,	PUNCT
easat-2225	48	24	so	so	ADV
easat-2225	48	25	elton	elton	PROPN
easat-2225	48	26	,	,	PUNCT
easat-2225	48	27	gruber	gruber	PROPN
easat-2225	48	28	,	,	PUNCT
easat-2225	48	29	and	and	CCONJ
easat-2225	48	30	blake	blake	PROPN
easat-2225	48	31	(	(	PUNCT
easat-2225	48	32	1999	1999	NUM
easat-2225	48	33	)	)	PUNCT
easat-2225	48	34	propose	propose	VERB
easat-2225	48	35	a	a	DET
easat-2225	48	36	five	five	NUM
easat-2225	48	37	-	-	PUNCT
easat-2225	48	38	index	index	NOUN
easat-2225	48	39	model	model	NOUN
easat-2225	48	40	consisting	consist	VERB
easat-2225	48	41	of	of	ADP
easat-2225	48	42	a	a	DET
easat-2225	48	43	bond	bond	NOUN
easat-2225	48	44	market	market	NOUN
easat-2225	48	45	index	index	NOUN
easat-2225	48	46	,	,	PUNCT
easat-2225	48	47	market	market	NOUN
easat-2225	48	48	index	index	NOUN
easat-2225	48	49	,	,	PUNCT
easat-2225	48	50	small	small	ADJ
easat-2225	48	51	minus	minus	CCONJ
easat-2225	48	52	large	large	ADJ
easat-2225	48	53	capitalisation	capitalisation	NOUN
easat-2225	48	54	index	index	NOUN
easat-2225	48	55	,	,	PUNCT
easat-2225	48	56	growth	growth	NOUN
easat-2225	48	57	minus	minus	CCONJ
easat-2225	48	58	value	value	NOUN
easat-2225	48	59	index	index	NOUN
easat-2225	48	60	,	,	PUNCT
easat-2225	48	61	and	and	CCONJ
easat-2225	48	62	momentum	momentum	NOUN
easat-2225	48	63	factor	factor	NOUN
easat-2225	48	64	mimicking	mimic	VERB
easat-2225	48	65	portfolio	portfolio	NOUN
easat-2225	48	66	.	.	PUNCT
easat-2225	49	1	walkshausl	walkshausl	PROPN
easat-2225	49	2	(	(	PUNCT
easat-2225	49	3	2013	2013	NUM
easat-2225	49	4	)	)	PUNCT
easat-2225	49	5	adds	add	VERB
easat-2225	49	6	a	a	DET
easat-2225	49	7	variable	variable	NOUN
easat-2225	49	8	for	for	ADP
easat-2225	49	9	firm	firm	ADJ
easat-2225	49	10	quality	quality	NOUN
easat-2225	49	11	to	to	ADP
easat-2225	49	12	the	the	DET
easat-2225	49	13	three	three	NUM
easat-2225	49	14	-	-	PUNCT
easat-2225	49	15	factor	factor	NOUN
easat-2225	49	16	model	model	NOUN
easat-2225	49	17	of	of	ADP
easat-2225	49	18	fama	fama	PROPN
easat-2225	49	19	and	and	CCONJ
easat-2225	49	20	french	french	ADJ
easat-2225	49	21	(	(	PUNCT
easat-2225	49	22	1993	1993	NUM
easat-2225	49	23	)	)	PUNCT
easat-2225	49	24	and	and	CCONJ
easat-2225	49	25	shows	show	VERB
easat-2225	49	26	that	that	SCONJ
easat-2225	49	27	it	it	PRON
easat-2225	49	28	considerably	considerably	ADV
easat-2225	49	29	helps	help	VERB
easat-2225	49	30	to	to	ADP
easat-2225	49	31	understanding	understand	VERB
easat-2225	49	32	the	the	DET
easat-2225	49	33	volatility	volatility	NOUN
easat-2225	49	34	impact	impact	NOUN
easat-2225	49	35	.	.	PUNCT
easat-2225	50	1	recently	recently	ADV
easat-2225	50	2	,	,	PUNCT
easat-2225	50	3	fama	fama	PROPN
easat-2225	50	4	and	and	CCONJ
easat-2225	50	5	french	french	ADJ
easat-2225	50	6	(	(	PUNCT
easat-2225	50	7	2015	2015	NUM
easat-2225	50	8	)	)	PUNCT
easat-2225	50	9	add	add	VERB
easat-2225	50	10	investment	investment	NOUN
easat-2225	50	11	and	and	CCONJ
easat-2225	50	12	profitability	profitability	NOUN
easat-2225	50	13	components	component	NOUN
easat-2225	50	14	to	to	ADP
easat-2225	50	15	the	the	DET
easat-2225	50	16	three	three	NUM
easat-2225	50	17	-	-	PUNCT
easat-2225	50	18	factor	factor	NOUN
easat-2225	50	19	model	model	NOUN
easat-2225	50	20	to	to	PART
easat-2225	50	21	create	create	VERB
easat-2225	50	22	a	a	DET
easat-2225	50	23	five	five	NUM
easat-2225	50	24	-	-	PUNCT
easat-2225	50	25	factor	factor	NOUN
easat-2225	50	26	model	model	NOUN
easat-2225	50	27	for	for	ADP
easat-2225	50	28	explaining	explain	VERB
easat-2225	50	29	portfolio	portfolio	NOUN
easat-2225	50	30	performance	performance	NOUN
easat-2225	50	31	.	.	PUNCT
easat-2225	51	1	the	the	DET
easat-2225	51	2	temporal	temporal	ADJ
easat-2225	51	3	invariance	invariance	NOUN
easat-2225	51	4	of	of	ADP
easat-2225	51	5	predicted	predict	VERB
easat-2225	51	6	returns	return	NOUN
easat-2225	51	7	and	and	CCONJ
easat-2225	51	8	hazards	hazard	NOUN
easat-2225	51	9	is	be	AUX
easat-2225	51	10	a	a	DET
easat-2225	51	11	key	key	ADJ
easat-2225	51	12	assumption	assumption	NOUN
easat-2225	51	13	underlying	underlie	VERB
easat-2225	51	14	performance	performance	NOUN
easat-2225	51	15	metrics	metric	NOUN
easat-2225	51	16	used	use	VERB
easat-2225	51	17	to	to	PART
easat-2225	51	18	assess	assess	VERB
easat-2225	51	19	mutual	mutual	ADJ
easat-2225	51	20	funds	fund	NOUN
easat-2225	51	21	.	.	PUNCT
easat-2225	52	1	jagannathan	jagannathan	PROPN
easat-2225	52	2	and	and	CCONJ
easat-2225	52	3	wang	wang	PROPN
easat-2225	52	4	(	(	PUNCT
easat-2225	52	5	1996	1996	NUM
easat-2225	52	6	)	)	PUNCT
easat-2225	52	7	and	and	CCONJ
easat-2225	52	8	ferson	ferson	NOUN
easat-2225	52	9	and	and	CCONJ
easat-2225	52	10	schadt	schadt	NOUN
easat-2225	52	11	(	(	PUNCT
easat-2225	52	12	1996	1996	NUM
easat-2225	52	13	)	)	PUNCT
easat-2225	53	1	propose	propose	VERB
easat-2225	53	2	using	use	VERB
easat-2225	53	3	time	time	NOUN
easat-2225	53	4	-	-	PUNCT
easat-2225	53	5	varying	vary	VERB
easat-2225	53	6	betas	beta	NOUN
easat-2225	53	7	in	in	ADP
easat-2225	53	8	current	current	ADJ
easat-2225	53	9	performance	performance	NOUN
easat-2225	53	10	measurement	measurement	NOUN
easat-2225	53	11	models	model	NOUN
easat-2225	53	12	to	to	PART
easat-2225	53	13	produce	produce	VERB
easat-2225	53	14	conditional	conditional	ADJ
easat-2225	53	15	alphas	alpha	NOUN
easat-2225	53	16	as	as	ADP
easat-2225	53	17	part	part	NOUN
easat-2225	53	18	of	of	ADP
easat-2225	53	19	performance	performance	NOUN
easat-2225	53	20	assessment	assessment	NOUN
easat-2225	53	21	.	.	PUNCT
easat-2225	54	1	several	several	ADJ
easat-2225	54	2	authors	author	NOUN
easat-2225	54	3	,	,	PUNCT
easat-2225	54	4	including	include	VERB
easat-2225	54	5	ferson	ferson	NOUN
easat-2225	54	6	and	and	CCONJ
easat-2225	54	7	schadt	schadt	NOUN
easat-2225	54	8	(	(	PUNCT
easat-2225	54	9	1996	1996	NUM
easat-2225	54	10	)	)	PUNCT
easat-2225	54	11	,	,	PUNCT
easat-2225	54	12	dahlquist	dahlquist	VERB
easat-2225	54	13	et	et	PROPN
easat-2225	54	14	al	al	PROPN
easat-2225	54	15	.	.	PUNCT
easat-2225	55	1	(	(	PUNCT
easat-2225	55	2	2000	2000	NUM
easat-2225	55	3	)	)	PUNCT
easat-2225	55	4	,	,	PUNCT
easat-2225	55	5	otten	otten	PROPN
easat-2225	55	6	and	and	CCONJ
easat-2225	55	7	bams	bams	PROPN
easat-2225	55	8	(	(	PUNCT
easat-2225	55	9	2002	2002	NUM
easat-2225	55	10	)	)	PUNCT
easat-2225	55	11	,	,	PUNCT
easat-2225	55	12	bauer	bauer	PROPN
easat-2225	55	13	et	et	PROPN
easat-2225	55	14	al	al	PROPN
easat-2225	55	15	.	.	PROPN
easat-2225	56	1	(	(	PUNCT
easat-2225	56	2	2007	2007	NUM
easat-2225	56	3	)	)	PUNCT
easat-2225	56	4	,	,	PUNCT
easat-2225	56	5	bessler	bessler	NOUN
easat-2225	56	6	et	et	PROPN
easat-2225	56	7	al	al	PROPN
easat-2225	56	8	.	.	PROPN
easat-2225	57	1	(	(	PUNCT
easat-2225	57	2	2009	2009	NUM
easat-2225	57	3	)	)	PUNCT
easat-2225	57	4	,	,	PUNCT
easat-2225	57	5	etc	etc	X
easat-2225	57	6	.	.	X
easat-2225	57	7	,	,	PUNCT
easat-2225	57	8	use	use	VERB
easat-2225	57	9	a	a	DET
easat-2225	57	10	conditional	conditional	ADJ
easat-2225	57	11	performance	performance	NOUN
easat-2225	57	12	approach	approach	NOUN
easat-2225	57	13	to	to	PART
easat-2225	57	14	assess	assess	VERB
easat-2225	57	15	the	the	DET
easat-2225	57	16	success	success	NOUN
easat-2225	57	17	of	of	ADP
easat-2225	57	18	mutual	mutual	ADJ
easat-2225	57	19	funds	fund	NOUN
easat-2225	57	20	across	across	ADP
easat-2225	57	21	markets	market	NOUN
easat-2225	57	22	.	.	PUNCT
easat-2225	58	1	it	it	PRON
easat-2225	58	2	is	be	AUX
easat-2225	58	3	difficult	difficult	ADJ
easat-2225	58	4	for	for	SCONJ
easat-2225	58	5	a	a	DET
easat-2225	58	6	user	user	NOUN
easat-2225	58	7	to	to	PART
easat-2225	58	8	choose	choose	VERB
easat-2225	58	9	the	the	DET
easat-2225	58	10	best	good	ADJ
easat-2225	58	11	model	model	NOUN
easat-2225	58	12	to	to	PART
easat-2225	58	13	apply	apply	VERB
easat-2225	58	14	when	when	SCONJ
easat-2225	58	15	assessing	assess	VERB
easat-2225	58	16	the	the	DET
easat-2225	58	17	performance	performance	NOUN
easat-2225	58	18	of	of	ADP
easat-2225	58	19	mutual	mutual	ADJ
easat-2225	58	20	funds	fund	NOUN
easat-2225	58	21	due	due	ADP
easat-2225	58	22	to	to	ADP
easat-2225	58	23	the	the	DET
easat-2225	58	24	presence	presence	NOUN
easat-2225	58	25	of	of	ADP
easat-2225	58	26	several	several	ADJ
easat-2225	58	27	performance	performance	NOUN
easat-2225	58	28	assessment	assessment	NOUN
easat-2225	58	29	models	model	NOUN
easat-2225	58	30	in	in	ADP
easat-2225	58	31	the	the	DET
easat-2225	58	32	literature	literature	NOUN
easat-2225	58	33	.	.	PUNCT
easat-2225	59	1	in	in	ADP
easat-2225	59	2	order	order	NOUN
easat-2225	59	3	to	to	PART
easat-2225	59	4	determine	determine	VERB
easat-2225	59	5	whether	whether	SCONJ
easat-2225	59	6	or	or	CCONJ
easat-2225	59	7	not	not	PART
easat-2225	59	8	performance	performance	NOUN
easat-2225	59	9	measurements	measurement	NOUN
easat-2225	59	10	are	be	AUX
easat-2225	59	11	effective	effective	ADJ
easat-2225	59	12	,	,	PUNCT
easat-2225	59	13	researchers	researcher	NOUN
easat-2225	59	14	have	have	AUX
easat-2225	59	15	performed	perform	VERB
easat-2225	59	16	studies	study	NOUN
easat-2225	59	17	in	in	ADP
easat-2225	59	18	this	this	DET
easat-2225	59	19	area	area	NOUN
easat-2225	59	20	(	(	PUNCT
easat-2225	59	21	otten	otten	PROPN
easat-2225	59	22	and	and	CCONJ
easat-2225	59	23	bams	bams	PROPN
easat-2225	59	24	,	,	PUNCT
easat-2225	59	25	2004	2004	NUM
easat-2225	59	26	;	;	PUNCT
easat-2225	59	27	fletcher	fletcher	PROPN
easat-2225	59	28	and	and	CCONJ
easat-2225	59	29	kihanda	kihanda	PROPN
easat-2225	59	30	,	,	PUNCT
easat-2225	59	31	2005	2005	NUM
easat-2225	59	32	;	;	PUNCT
easat-2225	59	33	messis	messis	PROPN
easat-2225	59	34	et	et	PROPN
easat-2225	59	35	al	al	PROPN
easat-2225	59	36	.	.	PROPN
easat-2225	59	37	,	,	PUNCT
easat-2225	59	38	2007	2007	NUM
easat-2225	59	39	;	;	PUNCT
easat-2225	59	40	etc	etc	X
easat-2225	59	41	.	.	X
easat-2225	59	42	)	)	PUNCT
easat-2225	59	43	.	.	PUNCT
easat-2225	60	1	sharpe	sharpe	PROPN
easat-2225	60	2	ratio	ratio	PROPN
easat-2225	60	3	,	,	PUNCT
easat-2225	60	4	treynor	treynor	NOUN
easat-2225	60	5	ratio	ratio	NOUN
easat-2225	60	6	,	,	PUNCT
easat-2225	60	7	and	and	CCONJ
easat-2225	60	8	jensen	jensen	PROPN
easat-2225	60	9	's	's	PART
easat-2225	60	10	alpha	alpha	NOUN
easat-2225	60	11	have	have	AUX
easat-2225	60	12	been	be	AUX
easat-2225	60	13	widely	widely	ADV
easat-2225	60	14	used	use	VERB
easat-2225	60	15	in	in	ADP
easat-2225	60	16	mutual	mutual	ADJ
easat-2225	60	17	fund	fund	NOUN
easat-2225	60	18	research	research	NOUN
easat-2225	60	19	in	in	ADP
easat-2225	60	20	india	india	PROPN
easat-2225	60	21	(	(	PUNCT
easat-2225	60	22	barua	barua	PROPN
easat-2225	60	23	and	and	CCONJ
easat-2225	60	24	1221	1221	NUM
easat-2225	60	25	edelweiss	edelweiss	PROPN
easat-2225	60	26	applied	apply	VERB
easat-2225	60	27	science	science	NOUN
easat-2225	60	28	and	and	CCONJ
easat-2225	60	29	technology	technology	NOUN
easat-2225	60	30	issn	issn	PROPN
easat-2225	60	31	:	:	PUNCT
easat-2225	60	32	2576	2576	NUM
easat-2225	60	33	-	-	SYM
easat-2225	60	34	8484	8484	NUM
easat-2225	60	35	vol	vol	NOUN
easat-2225	60	36	.	.	PROPN
easat-2225	61	1	8	8	NUM
easat-2225	61	2	,	,	PUNCT
easat-2225	61	3	no	no	INTJ
easat-2225	61	4	.	.	NOUN
easat-2225	62	1	6	6	NUM
easat-2225	62	2	:	:	SYM
easat-2225	62	3	1219	1219	NUM
easat-2225	62	4	-	-	SYM
easat-2225	62	5	1227	1227	NUM
easat-2225	62	6	,	,	PUNCT
easat-2225	62	7	2024	2024	NUM
easat-2225	62	8	doi	doi	NOUN
easat-2225	62	9	:	:	PUNCT
easat-2225	62	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	63	1	©	©	SCONJ
easat-2225	63	2	2024	2024	NUM
easat-2225	63	3	by	by	ADP
easat-2225	63	4	the	the	DET
easat-2225	63	5	authors	author	NOUN
easat-2225	63	6	;	;	PUNCT
easat-2225	63	7	licensee	licensee	PROPN
easat-2225	63	8	learning	learning	PROPN
easat-2225	63	9	gate	gate	PROPN
easat-2225	63	10	varma	varma	PROPN
easat-2225	63	11	,	,	PUNCT
easat-2225	63	12	1991	1991	NUM
easat-2225	63	13	;	;	PUNCT
easat-2225	63	14	jayadev	jayadev	NOUN
easat-2225	63	15	,	,	PUNCT
easat-2225	63	16	1996	1996	NUM
easat-2225	63	17	;	;	PUNCT
easat-2225	63	18	kundu	kundu	NOUN
easat-2225	63	19	,	,	PUNCT
easat-2225	63	20	2009	2009	NUM
easat-2225	63	21	;	;	PUNCT
easat-2225	63	22	sundar	sundar	NOUN
easat-2225	63	23	and	and	CCONJ
easat-2225	63	24	irisappane	irisappane	NOUN
easat-2225	63	25	,	,	PUNCT
easat-2225	63	26	2015	2015	NUM
easat-2225	63	27	,	,	PUNCT
easat-2225	63	28	etc	etc	X
easat-2225	63	29	.	.	X
easat-2225	63	30	)	)	PUNCT
easat-2225	63	31	to	to	PART
easat-2225	63	32	assess	assess	VERB
easat-2225	63	33	the	the	DET
easat-2225	63	34	unconditional	unconditional	ADJ
easat-2225	63	35	performance	performance	NOUN
easat-2225	63	36	of	of	ADP
easat-2225	63	37	mutual	mutual	ADJ
easat-2225	63	38	funds	fund	NOUN
easat-2225	63	39	.	.	PUNCT
easat-2225	64	1	to	to	PART
easat-2225	64	2	examine	examine	VERB
easat-2225	64	3	the	the	DET
easat-2225	64	4	efficiency	efficiency	NOUN
easat-2225	64	5	of	of	ADP
easat-2225	64	6	mutual	mutual	ADJ
easat-2225	64	7	funds	fund	NOUN
easat-2225	64	8	,	,	PUNCT
easat-2225	64	9	researchers	researcher	NOUN
easat-2225	64	10	have	have	AUX
easat-2225	64	11	used	use	VERB
easat-2225	64	12	multifactor	multifactor	NOUN
easat-2225	64	13	models	model	NOUN
easat-2225	64	14	as	as	ADP
easat-2225	64	15	the	the	DET
easat-2225	64	16	fama	fama	NOUN
easat-2225	64	17	and	and	CCONJ
easat-2225	64	18	french	french	ADJ
easat-2225	64	19	(	(	PUNCT
easat-2225	64	20	1993	1993	NUM
easat-2225	64	21	)	)	PUNCT
easat-2225	64	22	three	three	NUM
easat-2225	64	23	-	-	PUNCT
easat-2225	64	24	factor	factor	NOUN
easat-2225	64	25	model	model	NOUN
easat-2225	64	26	and	and	CCONJ
easat-2225	64	27	the	the	DET
easat-2225	64	28	proposed	propose	VERB
easat-2225	64	29	four	four	NUM
easat-2225	64	30	factor	factor	NOUN
easat-2225	64	31	model	model	NOUN
easat-2225	64	32	(	(	PUNCT
easat-2225	64	33	1997	1997	NUM
easat-2225	64	34	)	)	PUNCT
easat-2225	64	35	four	four	NUM
easat-2225	64	36	-	-	PUNCT
easat-2225	64	37	factor	factor	NOUN
easat-2225	64	38	model	model	NOUN
easat-2225	64	39	(	(	PUNCT
easat-2225	64	40	sehgal	sehgal	PROPN
easat-2225	64	41	and	and	CCONJ
easat-2225	64	42	jhanwar	jhanwar	PROPN
easat-2225	64	43	,	,	PUNCT
easat-2225	64	44	2008	2008	NUM
easat-2225	64	45	;	;	PUNCT
easat-2225	64	46	santhi	santhi	ADJ
easat-2225	64	47	and	and	CCONJ
easat-2225	64	48	gurunathan	gurunathan	NOUN
easat-2225	64	49	,	,	PUNCT
easat-2225	64	50	2014	2014	NUM
easat-2225	64	51	)	)	PUNCT
easat-2225	64	52	.	.	PUNCT
easat-2225	65	1	however	however	ADV
easat-2225	65	2	,	,	PUNCT
easat-2225	65	3	the	the	DET
easat-2225	65	4	conditional	conditional	ADJ
easat-2225	65	5	version	version	NOUN
easat-2225	65	6	of	of	ADP
easat-2225	65	7	the	the	DET
easat-2225	65	8	jensen	jensen	PROPN
easat-2225	65	9	(	(	PUNCT
easat-2225	65	10	1968	1968	NUM
easat-2225	65	11	)	)	PUNCT
easat-2225	65	12	measure	measure	NOUN
easat-2225	65	13	for	for	ADP
easat-2225	65	14	gauging	gauge	VERB
easat-2225	65	15	stock	stock	NOUN
easat-2225	65	16	selectivity	selectivity	NOUN
easat-2225	65	17	ability	ability	NOUN
easat-2225	65	18	is	be	AUX
easat-2225	65	19	used	use	VERB
easat-2225	65	20	only	only	ADV
easat-2225	65	21	in	in	ADP
easat-2225	65	22	a	a	DET
easat-2225	65	23	few	few	ADJ
easat-2225	65	24	of	of	ADP
easat-2225	65	25	research	research	NOUN
easat-2225	65	26	(	(	PUNCT
easat-2225	65	27	roy	roy	PROPN
easat-2225	65	28	and	and	CCONJ
easat-2225	65	29	deb	deb	PROPN
easat-2225	65	30	,	,	PUNCT
easat-2225	65	31	2003	2003	NUM
easat-2225	65	32	;	;	PUNCT
easat-2225	65	33	dhar	dhar	PROPN
easat-2225	65	34	,	,	PUNCT
easat-2225	65	35	2013	2013	NUM
easat-2225	65	36	;	;	PUNCT
easat-2225	65	37	roy	roy	PROPN
easat-2225	65	38	,	,	PUNCT
easat-2225	65	39	2015a	2015a	PROPN
easat-2225	65	40	&	&	CCONJ
easat-2225	65	41	b	b	PROPN
easat-2225	65	42	;	;	PUNCT
easat-2225	65	43	roy	roy	PROPN
easat-2225	65	44	2016	2016	NUM
easat-2225	65	45	,	,	PUNCT
easat-2225	65	46	kumar	kumar	PROPN
easat-2225	65	47	,	,	PUNCT
easat-2225	65	48	2016	2016	NUM
easat-2225	65	49	)	)	PUNCT
easat-2225	65	50	.	.	PUNCT
easat-2225	66	1	in	in	ADP
easat-2225	66	2	addition	addition	NOUN
easat-2225	66	3	,	,	PUNCT
easat-2225	66	4	monthly	monthly	ADJ
easat-2225	66	5	data	datum	NOUN
easat-2225	66	6	has	have	AUX
easat-2225	66	7	been	be	AUX
easat-2225	66	8	the	the	DET
easat-2225	66	9	norm	norm	NOUN
easat-2225	66	10	for	for	ADP
easat-2225	66	11	performance	performance	NOUN
easat-2225	66	12	analysis	analysis	NOUN
easat-2225	66	13	in	in	ADP
easat-2225	66	14	indian	indian	ADJ
easat-2225	66	15	research	research	NOUN
easat-2225	66	16	.	.	PUNCT
easat-2225	67	1	little	little	ADJ
easat-2225	67	2	research	research	NOUN
easat-2225	67	3	has	have	AUX
easat-2225	67	4	been	be	AUX
easat-2225	67	5	done	do	VERB
easat-2225	67	6	to	to	PART
easat-2225	67	7	determine	determine	VERB
easat-2225	67	8	how	how	SCONJ
easat-2225	67	9	often	often	ADV
easat-2225	67	10	investors	investor	NOUN
easat-2225	67	11	should	should	AUX
easat-2225	67	12	check	check	VERB
easat-2225	67	13	in	in	ADP
easat-2225	67	14	on	on	ADP
easat-2225	67	15	their	their	PRON
easat-2225	67	16	mutual	mutual	ADJ
easat-2225	67	17	funds	fund	NOUN
easat-2225	67	18	.	.	PUNCT
easat-2225	68	1	this	this	DET
easat-2225	68	2	research	research	NOUN
easat-2225	68	3	looks	look	VERB
easat-2225	68	4	at	at	ADP
easat-2225	68	5	a	a	DET
easat-2225	68	6	broad	broad	ADJ
easat-2225	68	7	variety	variety	NOUN
easat-2225	68	8	of	of	ADP
easat-2225	68	9	alternative	alternative	ADJ
easat-2225	68	10	asset	asset	NOUN
easat-2225	68	11	pricing	pricing	NOUN
easat-2225	68	12	model	model	NOUN
easat-2225	68	13	-	-	PUNCT
easat-2225	68	14	based	base	VERB
easat-2225	68	15	performance	performance	NOUN
easat-2225	68	16	benchmarks	benchmark	NOUN
easat-2225	68	17	from	from	ADP
easat-2225	68	18	both	both	CCONJ
easat-2225	68	19	an	an	DET
easat-2225	68	20	unconditional	unconditional	ADJ
easat-2225	68	21	and	and	CCONJ
easat-2225	68	22	a	a	DET
easat-2225	68	23	conditional	conditional	ADJ
easat-2225	68	24	perspective	perspective	NOUN
easat-2225	68	25	.	.	PUNCT
easat-2225	69	1	in	in	ADP
easat-2225	69	2	addition	addition	NOUN
easat-2225	69	3	,	,	PUNCT
easat-2225	69	4	it	it	PRON
easat-2225	69	5	utilizes	utilize	VERB
easat-2225	69	6	both	both	CCONJ
easat-2225	69	7	daily	daily	ADJ
easat-2225	69	8	and	and	CCONJ
easat-2225	69	9	monthly	monthly	ADJ
easat-2225	69	10	data	datum	NOUN
easat-2225	69	11	for	for	ADP
easat-2225	69	12	transparent	transparent	ADJ
easat-2225	69	13	performance	performance	NOUN
easat-2225	69	14	assessment	assessment	NOUN
easat-2225	69	15	outcomes	outcome	NOUN
easat-2225	69	16	,	,	PUNCT
easat-2225	69	17	as	as	SCONJ
easat-2225	69	18	suggested	suggest	VERB
easat-2225	69	19	by	by	ADP
easat-2225	69	20	goetzmann	goetzmann	PROPN
easat-2225	69	21	,	,	PUNCT
easat-2225	69	22	ingersoll	ingersoll	PROPN
easat-2225	69	23	,	,	PUNCT
easat-2225	69	24	and	and	CCONJ
easat-2225	69	25	ivkovic	ivkovic	VERB
easat-2225	69	26	(	(	PUNCT
easat-2225	69	27	2000	2000	NUM
easat-2225	69	28	)	)	PUNCT
easat-2225	69	29	,	,	PUNCT
easat-2225	69	30	bollen	bollen	PROPN
easat-2225	69	31	and	and	CCONJ
easat-2225	69	32	busse	busse	PROPN
easat-2225	69	33	(	(	PUNCT
easat-2225	69	34	2001	2001	NUM
easat-2225	69	35	)	)	PUNCT
easat-2225	69	36	,	,	PUNCT
easat-2225	69	37	and	and	CCONJ
easat-2225	69	38	sehgal	sehgal	ADJ
easat-2225	69	39	and	and	CCONJ
easat-2225	69	40	jhanwar	jhanwar	PROPN
easat-2225	69	41	(	(	PUNCT
easat-2225	69	42	2008	2008	NUM
easat-2225	69	43	)	)	PUNCT
easat-2225	69	44	.	.	PUNCT
easat-2225	70	1	unconditional	unconditional	ADJ
easat-2225	70	2	measurements	measurement	NOUN
easat-2225	70	3	of	of	ADP
easat-2225	70	4	performance	performance	NOUN
easat-2225	70	5	standards	standard	NOUN
easat-2225	70	6	assessment	assessment	NOUN
easat-2225	70	7	is	be	AUX
easat-2225	70	8	the	the	DET
easat-2225	70	9	topic	topic	NOUN
easat-2225	70	10	of	of	ADP
easat-2225	70	11	this	this	DET
easat-2225	70	12	section	section	NOUN
easat-2225	70	13	.	.	PUNCT
easat-2225	71	1	the	the	DET
easat-2225	71	2	next	next	ADJ
easat-2225	71	3	section	section	NOUN
easat-2225	71	4	delves	delve	VERB
easat-2225	71	5	into	into	ADP
easat-2225	71	6	the	the	DET
easat-2225	71	7	efficacy	efficacy	NOUN
easat-2225	71	8	of	of	ADP
easat-2225	71	9	conditional	conditional	ADJ
easat-2225	71	10	performance	performance	NOUN
easat-2225	71	11	measurements	measurement	NOUN
easat-2225	71	12	.	.	PUNCT
easat-2225	72	1	examining	examine	VERB
easat-2225	72	2	performance	performance	NOUN
easat-2225	72	3	metrics	metric	NOUN
easat-2225	72	4	based	base	VERB
easat-2225	72	5	on	on	ADP
easat-2225	72	6	multiple	multiple	ADJ
easat-2225	72	7	asset	asset	NOUN
easat-2225	72	8	pricing	pricing	NOUN
easat-2225	72	9	models	model	NOUN
easat-2225	72	10	,	,	PUNCT
easat-2225	72	11	this	this	DET
easat-2225	72	12	research	research	NOUN
easat-2225	72	13	aims	aim	VERB
easat-2225	72	14	to	to	PART
easat-2225	72	15	identify	identify	VERB
easat-2225	72	16	the	the	DET
easat-2225	72	17	most	most	ADV
easat-2225	72	18	appropriate	appropriate	ADJ
easat-2225	72	19	standard	standard	NOUN
easat-2225	72	20	for	for	ADP
easat-2225	72	21	gauging	gauge	VERB
easat-2225	72	22	the	the	DET
easat-2225	72	23	success	success	NOUN
easat-2225	72	24	of	of	ADP
easat-2225	72	25	mutual	mutual	ADJ
easat-2225	72	26	funds	fund	NOUN
easat-2225	72	27	in	in	ADP
easat-2225	72	28	the	the	DET
easat-2225	72	29	indian	indian	ADJ
easat-2225	72	30	market	market	NOUN
easat-2225	72	31	.	.	PUNCT
easat-2225	73	1	the	the	DET
easat-2225	73	2	goals	goal	NOUN
easat-2225	73	3	of	of	ADP
easat-2225	73	4	this	this	DET
easat-2225	73	5	study	study	NOUN
easat-2225	73	6	are	be	AUX
easat-2225	73	7	to	to	PART
easat-2225	73	8	compare	compare	VERB
easat-2225	73	9	the	the	DET
easat-2225	73	10	performance	performance	NOUN
easat-2225	73	11	benchmark	benchmark	NOUN
easat-2225	73	12	selection	selection	NOUN
easat-2225	73	13	sensitivity	sensitivity	NOUN
easat-2225	73	14	to	to	PART
easat-2225	73	15	observation	observation	NOUN
easat-2225	73	16	frequency	frequency	NOUN
easat-2225	73	17	(	(	PUNCT
easat-2225	73	18	i.e.	i.e.	X
easat-2225	73	19	,	,	PUNCT
easat-2225	73	20	the	the	DET
easat-2225	73	21	use	use	NOUN
easat-2225	73	22	of	of	ADP
easat-2225	73	23	daily	daily	ADJ
easat-2225	73	24	/	/	SYM
easat-2225	73	25	monthly	monthly	ADJ
easat-2225	73	26	data	datum	NOUN
easat-2225	73	27	for	for	ADP
easat-2225	73	28	estimating	estimate	VERB
easat-2225	73	29	fund	fund	NOUN
easat-2225	73	30	returns	return	NOUN
easat-2225	73	31	)	)	PUNCT
easat-2225	73	32	using	use	VERB
easat-2225	73	33	the	the	DET
easat-2225	73	34	conditional	conditional	ADJ
easat-2225	73	35	version	version	NOUN
easat-2225	73	36	of	of	ADP
easat-2225	73	37	one	one	NUM
easat-2225	73	38	factor	factor	NOUN
easat-2225	73	39	models	model	NOUN
easat-2225	73	40	based	base	VERB
easat-2225	73	41	on	on	ADP
easat-2225	73	42	the	the	DET
easat-2225	73	43	capm	capm	PROPN
easat-2225	73	44	,	,	PUNCT
easat-2225	73	45	the	the	DET
easat-2225	73	46	higher	high	ADJ
easat-2225	73	47	moments	moment	NOUN
easat-2225	73	48	based	base	VERB
easat-2225	73	49	models	model	NOUN
easat-2225	73	50	,	,	PUNCT
easat-2225	73	51	and	and	CCONJ
easat-2225	73	52	the	the	DET
easat-2225	73	53	investment	investment	NOUN
easat-2225	73	54	style	style	NOUN
easat-2225	73	55	characteristics	characteristic	NOUN
easat-2225	73	56	based	base	VERB
easat-2225	73	57	multifactor	multifactor	NOUN
easat-2225	73	58	asset	asset	NOUN
easat-2225	73	59	pricing	pricing	NOUN
easat-2225	73	60	models	model	NOUN
easat-2225	73	61	.	.	PUNCT
easat-2225	74	1	expected	expect	VERB
easat-2225	74	2	returns	return	NOUN
easat-2225	74	3	and	and	CCONJ
easat-2225	74	4	systematic	systematic	ADJ
easat-2225	74	5	risk	risk	NOUN
easat-2225	74	6	of	of	ADP
easat-2225	74	7	the	the	DET
easat-2225	74	8	fund	fund	NOUN
easat-2225	74	9	are	be	AUX
easat-2225	74	10	assumed	assume	VERB
easat-2225	74	11	to	to	PART
easat-2225	74	12	be	be	AUX
easat-2225	74	13	constant	constant	ADJ
easat-2225	74	14	over	over	ADP
easat-2225	74	15	time	time	NOUN
easat-2225	74	16	,	,	PUNCT
easat-2225	74	17	and	and	CCONJ
easat-2225	74	18	public	public	ADJ
easat-2225	74	19	information	information	NOUN
easat-2225	74	20	about	about	ADP
easat-2225	74	21	the	the	DET
easat-2225	74	22	economy	economy	NOUN
easat-2225	74	23	is	be	AUX
easat-2225	74	24	not	not	PART
easat-2225	74	25	used	use	VERB
easat-2225	74	26	to	to	PART
easat-2225	74	27	formulate	formulate	VERB
easat-2225	74	28	dynamic	dynamic	ADJ
easat-2225	74	29	strategies	strategy	NOUN
easat-2225	74	30	(	(	PUNCT
easat-2225	74	31	jagannathan	jagannathan	NOUN
easat-2225	74	32	and	and	CCONJ
easat-2225	74	33	wang	wang	PROPN
easat-2225	74	34	,	,	PUNCT
easat-2225	74	35	1996	1996	NUM
easat-2225	74	36	;	;	PUNCT
easat-2225	74	37	ferson	ferson	NOUN
easat-2225	74	38	and	and	CCONJ
easat-2225	74	39	warther	warther	NOUN
easat-2225	74	40	,	,	PUNCT
easat-2225	74	41	1996	1996	NUM
easat-2225	74	42	;	;	PUNCT
easat-2225	74	43	roy	roy	PROPN
easat-2225	74	44	and	and	CCONJ
easat-2225	74	45	deb	deb	PROPN
easat-2225	74	46	,	,	PUNCT
easat-2225	74	47	2003	2003	NUM
easat-2225	74	48	;	;	PUNCT
easat-2225	74	49	aragon	aragon	PROPN
easat-2225	74	50	and	and	CCONJ
easat-2225	74	51	ferson	ferson	PROPN
easat-2225	74	52	,	,	PUNCT
easat-2225	74	53	2006	2006	NUM
easat-2225	74	54	)	)	PUNCT
easat-2225	75	1	in	in	ADP
easat-2225	75	2	order	order	NOUN
easat-2225	75	3	to	to	PART
easat-2225	75	4	calculate	calculate	VERB
easat-2225	75	5	unconditional	unconditional	ADJ
easat-2225	75	6	performance	performance	NOUN
easat-2225	75	7	measures	measure	NOUN
easat-2225	75	8	.	.	PUNCT
easat-2225	76	1	that	that	PRON
easat-2225	76	2	is	be	AUX
easat-2225	76	3	,	,	PUNCT
easat-2225	76	4	throughout	throughout	ADP
easat-2225	76	5	the	the	DET
easat-2225	76	6	assessment	assessment	NOUN
easat-2225	76	7	period	period	NOUN
easat-2225	76	8	,	,	PUNCT
easat-2225	76	9	mutual	mutual	ADJ
easat-2225	76	10	fund	fund	NOUN
easat-2225	76	11	managers	manager	NOUN
easat-2225	76	12	do	do	AUX
easat-2225	76	13	not	not	PART
easat-2225	76	14	utilize	utilize	VERB
easat-2225	76	15	any	any	DET
easat-2225	76	16	information	information	NOUN
easat-2225	76	17	about	about	ADP
easat-2225	76	18	the	the	DET
easat-2225	76	19	economy	economy	NOUN
easat-2225	76	20	to	to	PART
easat-2225	76	21	generate	generate	VERB
easat-2225	76	22	expectations	expectation	NOUN
easat-2225	76	23	or	or	CCONJ
easat-2225	76	24	alter	alter	VERB
easat-2225	76	25	investing	investing	NOUN
easat-2225	76	26	strategies	strategy	NOUN
easat-2225	76	27	,	,	PUNCT
easat-2225	76	28	and	and	CCONJ
easat-2225	76	29	the	the	DET
easat-2225	76	30	betas	beta	NOUN
easat-2225	76	31	of	of	ADP
easat-2225	76	32	their	their	PRON
easat-2225	76	33	portfolios	portfolio	NOUN
easat-2225	76	34	remain	remain	VERB
easat-2225	76	35	constant	constant	ADJ
easat-2225	76	36	.	.	PUNCT
easat-2225	77	1	the	the	DET
easat-2225	77	2	unconditional	unconditional	ADJ
easat-2225	77	3	model	model	NOUN
easat-2225	77	4	estimates	estimate	VERB
easat-2225	77	5	an	an	DET
easat-2225	77	6	unconditional	unconditional	ADJ
easat-2225	77	7	alpha	alpha	NOUN
easat-2225	77	8	using	use	VERB
easat-2225	77	9	unconditional	unconditional	ADJ
easat-2225	77	10	anticipated	anticipate	VERB
easat-2225	77	11	returns	return	NOUN
easat-2225	77	12	as	as	ADP
easat-2225	77	13	the	the	DET
easat-2225	77	14	baseline	baseline	NOUN
easat-2225	77	15	,	,	PUNCT
easat-2225	77	16	given	give	VERB
easat-2225	77	17	the	the	DET
easat-2225	77	18	fixed	fix	VERB
easat-2225	77	19	betas	beta	NOUN
easat-2225	77	20	across	across	ADP
easat-2225	77	21	the	the	DET
easat-2225	77	22	assessment	assessment	NOUN
easat-2225	77	23	period	period	NOUN
easat-2225	77	24	.	.	PUNCT
easat-2225	78	1	the	the	DET
easat-2225	78	2	remainder	remainder	NOUN
easat-2225	78	3	of	of	ADP
easat-2225	78	4	the	the	DET
easat-2225	78	5	article	article	NOUN
easat-2225	78	6	is	be	AUX
easat-2225	78	7	structured	structure	VERB
easat-2225	78	8	as	as	SCONJ
easat-2225	78	9	follows	follow	VERB
easat-2225	78	10	:	:	PUNCT
easat-2225	78	11	the	the	DET
easat-2225	78	12	models	model	NOUN
easat-2225	78	13	used	use	VERB
easat-2225	78	14	to	to	PART
easat-2225	78	15	gauge	gauge	VERB
easat-2225	78	16	a	a	DET
easat-2225	78	17	fund	fund	NOUN
easat-2225	78	18	's	's	PART
easat-2225	78	19	success	success	NOUN
easat-2225	78	20	are	be	AUX
easat-2225	78	21	the	the	DET
easat-2225	78	22	subject	subject	NOUN
easat-2225	78	23	of	of	ADP
easat-2225	78	24	section	section	NOUN
easat-2225	78	25	2	2	NUM
easat-2225	78	26	.	.	PUNCT
easat-2225	79	1	the	the	DET
easat-2225	79	2	third	third	ADJ
easat-2225	79	3	section	section	NOUN
easat-2225	79	4	explains	explain	VERB
easat-2225	79	5	the	the	DET
easat-2225	79	6	data	datum	NOUN
easat-2225	79	7	and	and	CCONJ
easat-2225	79	8	where	where	SCONJ
easat-2225	79	9	it	it	PRON
easat-2225	79	10	came	come	VERB
easat-2225	79	11	from	from	ADP
easat-2225	79	12	.	.	PUNCT
easat-2225	80	1	section	section	NOUN
easat-2225	80	2	4	4	NUM
easat-2225	80	3	describes	describe	VERB
easat-2225	80	4	the	the	DET
easat-2225	80	5	estimating	estimate	VERB
easat-2225	80	6	process	process	NOUN
easat-2225	80	7	in	in	ADP
easat-2225	80	8	depth	depth	NOUN
easat-2225	80	9	.	.	PUNCT
easat-2225	81	1	in	in	ADP
easat-2225	81	2	section	section	NOUN
easat-2225	81	3	5	5	NUM
easat-2225	81	4	,	,	PUNCT
easat-2225	81	5	we	we	PRON
easat-2225	81	6	evaluate	evaluate	VERB
easat-2225	81	7	the	the	DET
easat-2225	81	8	mutual	mutual	ADJ
easat-2225	81	9	fund	fund	NOUN
easat-2225	81	10	's	's	PART
easat-2225	81	11	unconditional	unconditional	ADJ
easat-2225	81	12	performance	performance	NOUN
easat-2225	81	13	metrics	metric	NOUN
easat-2225	81	14	.	.	PUNCT
easat-2225	82	1	the	the	DET
easat-2225	82	2	last	last	ADJ
easat-2225	82	3	part	part	NOUN
easat-2225	82	4	offers	offer	VERB
easat-2225	82	5	a	a	DET
easat-2225	82	6	brief	brief	ADJ
easat-2225	82	7	overview	overview	NOUN
easat-2225	82	8	and	and	CCONJ
easat-2225	82	9	some	some	DET
easat-2225	82	10	final	final	ADJ
easat-2225	82	11	thoughts	thought	NOUN
easat-2225	82	12	.	.	PUNCT
easat-2225	83	1	2	2	X
easat-2225	83	2	.	.	X
easat-2225	83	3	preliminary	preliminary	ADJ
easat-2225	83	4	model	model	NOUN
easat-2225	83	5	specification	specification	NOUN
easat-2225	83	6	in	in	ADP
easat-2225	83	7	this	this	DET
easat-2225	83	8	research	research	NOUN
easat-2225	83	9	,	,	PUNCT
easat-2225	83	10	we	we	PRON
easat-2225	83	11	use	use	VERB
easat-2225	83	12	three	three	NUM
easat-2225	83	13	different	different	ADJ
easat-2225	83	14	models	model	NOUN
easat-2225	83	15	to	to	PART
easat-2225	83	16	assess	assess	VERB
easat-2225	83	17	mutual	mutual	ADJ
easat-2225	83	18	funds	fund	NOUN
easat-2225	83	19	'	'	PART
easat-2225	83	20	performance	performance	NOUN
easat-2225	83	21	:	:	PUNCT
easat-2225	83	22	a	a	DET
easat-2225	83	23	capm	capm	NOUN
easat-2225	83	24	-	-	PUNCT
easat-2225	83	25	based	base	VERB
easat-2225	83	26	single	single	ADJ
easat-2225	83	27	-	-	PUNCT
easat-2225	83	28	factor	factor	NOUN
easat-2225	83	29	performance	performance	NOUN
easat-2225	83	30	measure	measure	NOUN
easat-2225	83	31	,	,	PUNCT
easat-2225	83	32	a	a	DET
easat-2225	83	33	higher	high	ADJ
easat-2225	83	34	-	-	PUNCT
easat-2225	83	35	order	order	NOUN
easat-2225	83	36	moments	moment	NOUN
easat-2225	83	37	model	model	NOUN
easat-2225	83	38	,	,	PUNCT
easat-2225	83	39	and	and	CCONJ
easat-2225	83	40	a	a	DET
easat-2225	83	41	multi	multi	ADJ
easat-2225	83	42	-	-	ADJ
easat-2225	83	43	factor	factor	NOUN
easat-2225	83	44	model	model	NOUN
easat-2225	83	45	that	that	PRON
easat-2225	83	46	takes	take	VERB
easat-2225	83	47	into	into	ADP
easat-2225	83	48	account	account	NOUN
easat-2225	83	49	investors	investor	NOUN
easat-2225	83	50	'	'	PART
easat-2225	83	51	preferred	preferred	ADJ
easat-2225	83	52	investing	investing	NOUN
easat-2225	83	53	philosophies	philosophy	NOUN
easat-2225	83	54	.	.	PUNCT
easat-2225	84	1	the	the	DET
easat-2225	84	2	unconditional	unconditional	ADJ
easat-2225	84	3	method	method	NOUN
easat-2225	84	4	is	be	AUX
easat-2225	84	5	used	use	VERB
easat-2225	84	6	to	to	PART
easat-2225	84	7	analyze	analyze	VERB
easat-2225	84	8	these	these	DET
easat-2225	84	9	models	model	NOUN
easat-2225	84	10	.	.	PUNCT
easat-2225	85	1	2.1	2.1	NUM
easat-2225	85	2	.	.	PUNCT
easat-2225	85	3	capital	capital	NOUN
easat-2225	85	4	asset	asset	NOUN
easat-2225	85	5	pricing	pricing	NOUN
easat-2225	85	6	model	model	NOUN
easat-2225	85	7	the	the	DET
easat-2225	85	8	following	follow	VERB
easat-2225	85	9	measure	measure	NOUN
easat-2225	85	10	of	of	ADP
easat-2225	85	11	portfolio	portfolio	NOUN
easat-2225	85	12	performance	performance	NOUN
easat-2225	85	13	was	be	AUX
easat-2225	85	14	developed	develop	VERB
easat-2225	85	15	by	by	ADP
easat-2225	85	16	jensen	jensen	PROPN
easat-2225	85	17	(	(	PUNCT
easat-2225	85	18	1968	1968	NUM
easat-2225	85	19	)	)	PUNCT
easat-2225	85	20	using	use	VERB
easat-2225	85	21	the	the	DET
easat-2225	85	22	onefactor	onefactor	ADJ
easat-2225	85	23	capital	capital	NOUN
easat-2225	85	24	asset	asset	NOUN
easat-2225	85	25	pricing	pricing	NOUN
easat-2225	85	26	model	model	NOUN
easat-2225	85	27	established	establish	VERB
easat-2225	85	28	by	by	ADP
easat-2225	85	29	sharpe	sharpe	PROPN
easat-2225	85	30	(	(	PUNCT
easat-2225	85	31	1964	1964	NUM
easat-2225	85	32	)	)	PUNCT
easat-2225	85	33	and	and	CCONJ
easat-2225	85	34	lintner	lintner	X
easat-2225	85	35	(	(	PUNCT
easat-2225	85	36	1965	1965	NUM
easat-2225	85	37	):	):	PUNCT
easat-2225	85	38	the	the	DET
easat-2225	85	39	capital	capital	NOUN
easat-2225	85	40	asset	asset	NOUN
easat-2225	85	41	pricing	pricing	NOUN
easat-2225	85	42	model	model	NOUN
easat-2225	85	43	(	(	PUNCT
easat-2225	85	44	capm	capm	PROPN
easat-2225	85	45	)	)	PUNCT
easat-2225	85	46	is	be	AUX
easat-2225	85	47	a	a	DET
easat-2225	85	48	financial	financial	ADJ
easat-2225	85	49	model	model	NOUN
easat-2225	85	50	that	that	PRON
easat-2225	85	51	helps	help	VERB
easat-2225	85	52	determine	determine	VERB
easat-2225	85	53	the	the	DET
easat-2225	85	54	expected	expect	VERB
easat-2225	85	55	return	return	NOUN
easat-2225	85	56	on	on	ADP
easat-2225	85	57	an	an	DET
easat-2225	85	58	investment	investment	NOUN
easat-2225	85	59	based	base	VERB
easat-2225	85	60	on	on	ADP
easat-2225	85	61	its	its	PRON
easat-2225	85	62	systematic	systematic	ADJ
easat-2225	85	63	risk	risk	NOUN
easat-2225	85	64	.	.	PUNCT
easat-2225	86	1	the	the	DET
easat-2225	86	2	formula	formula	NOUN
easat-2225	86	3	for	for	ADP
easat-2225	86	4	capm	capm	PROPN
easat-2225	86	5	is	be	AUX
easat-2225	86	6	as	as	SCONJ
easat-2225	86	7	follows	follow	VERB
easat-2225	86	8	:	:	PUNCT
easat-2225	86	9	𝐸(𝑅	𝐸(𝑅	NOUN
easat-2225	86	10	)	)	PUNCT
easat-2225	87	1	=	=	PUNCT
easat-2225	88	1	𝑅𝑓	𝑅𝑓	ADP
easat-2225	88	2	+	+	NUM
easat-2225	88	3	𝛽	𝛽	PROPN
easat-2225	88	4	×	×	NOUN
easat-2225	88	5	(	(	PUNCT
easat-2225	88	6	𝐸(𝑅𝑚	𝐸(𝑅𝑚	NOUN
easat-2225	88	7	)	)	PUNCT
easat-2225	88	8	−	−	ADP
easat-2225	88	9	𝑅𝑓	𝑅𝑓	NOUN
easat-2225	88	10	)	)	PUNCT
easat-2225	88	11	•	•	NUM
easat-2225	88	12	e(r	e(r	NOUN
easat-2225	88	13	)	)	PUNCT
easat-2225	88	14	represents	represent	VERB
easat-2225	88	15	the	the	DET
easat-2225	88	16	expected	expect	VERB
easat-2225	88	17	return	return	NOUN
easat-2225	88	18	on	on	ADP
easat-2225	88	19	the	the	DET
easat-2225	88	20	investment	investment	NOUN
easat-2225	88	21	.	.	PUNCT
easat-2225	89	1	•	•	NUM
easat-2225	90	1	rf	rf	NOUN
easat-2225	90	2	is	be	AUX
easat-2225	90	3	the	the	DET
easat-2225	90	4	risk	risk	NOUN
easat-2225	90	5	-	-	PUNCT
easat-2225	90	6	free	free	ADJ
easat-2225	90	7	rate	rate	NOUN
easat-2225	90	8	of	of	ADP
easat-2225	90	9	return	return	NOUN
easat-2225	90	10	,	,	PUNCT
easat-2225	90	11	which	which	PRON
easat-2225	90	12	is	be	AUX
easat-2225	90	13	typically	typically	ADV
easat-2225	90	14	the	the	DET
easat-2225	90	15	yield	yield	NOUN
easat-2225	90	16	on	on	ADP
easat-2225	90	17	a	a	DET
easat-2225	90	18	government	government	NOUN
easat-2225	90	19	bond	bond	NOUN
easat-2225	90	20	.	.	PUNCT
easat-2225	91	1	•	•	NUM
easat-2225	91	2	β	β	X
easat-2225	91	3	is	be	AUX
easat-2225	91	4	the	the	DET
easat-2225	91	5	beta	beta	ADJ
easat-2225	91	6	coefficient	coefficient	NOUN
easat-2225	91	7	,	,	PUNCT
easat-2225	91	8	a	a	DET
easat-2225	91	9	measure	measure	NOUN
easat-2225	91	10	of	of	ADP
easat-2225	91	11	the	the	DET
easat-2225	91	12	investment	investment	NOUN
easat-2225	91	13	's	's	PART
easat-2225	91	14	systematic	systematic	ADJ
easat-2225	91	15	risk	risk	NOUN
easat-2225	91	16	relative	relative	ADJ
easat-2225	91	17	to	to	ADP
easat-2225	91	18	the	the	DET
easat-2225	91	19	overall	overall	ADJ
easat-2225	91	20	market	market	NOUN
easat-2225	91	21	.	.	PUNCT
easat-2225	92	1	it	it	PRON
easat-2225	92	2	indicates	indicate	VERB
easat-2225	92	3	the	the	DET
easat-2225	92	4	investment	investment	NOUN
easat-2225	92	5	's	's	PART
easat-2225	92	6	sensitivity	sensitivity	NOUN
easat-2225	92	7	to	to	ADP
easat-2225	92	8	market	market	NOUN
easat-2225	92	9	movements	movement	NOUN
easat-2225	92	10	.	.	PUNCT
easat-2225	93	1	1222	1222	NUM
easat-2225	93	2	edelweiss	edelweiss	PROPN
easat-2225	93	3	applied	apply	VERB
easat-2225	93	4	science	science	NOUN
easat-2225	93	5	and	and	CCONJ
easat-2225	93	6	technology	technology	NOUN
easat-2225	93	7	issn	issn	PROPN
easat-2225	93	8	:	:	PUNCT
easat-2225	93	9	2576	2576	NUM
easat-2225	93	10	-	-	SYM
easat-2225	93	11	8484	8484	NUM
easat-2225	93	12	vol	vol	NOUN
easat-2225	93	13	.	.	PROPN
easat-2225	93	14	8	8	NUM
easat-2225	93	15	,	,	PUNCT
easat-2225	93	16	no	no	INTJ
easat-2225	93	17	.	.	NOUN
easat-2225	94	1	6	6	NUM
easat-2225	94	2	:	:	SYM
easat-2225	94	3	1219	1219	NUM
easat-2225	94	4	-	-	SYM
easat-2225	94	5	1227	1227	NUM
easat-2225	94	6	,	,	PUNCT
easat-2225	94	7	2024	2024	NUM
easat-2225	94	8	doi	doi	NOUN
easat-2225	94	9	:	:	PUNCT
easat-2225	94	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	95	1	©	©	ADP
easat-2225	95	2	2024	2024	NUM
easat-2225	95	3	by	by	ADP
easat-2225	95	4	the	the	DET
easat-2225	95	5	authors	author	NOUN
easat-2225	95	6	;	;	PUNCT
easat-2225	95	7	licensee	licensee	PROPN
easat-2225	95	8	learning	learning	NOUN
easat-2225	95	9	gate	gate	NOUN
easat-2225	95	10	•	•	PROPN
easat-2225	95	11	e(rm	e(rm	PROPN
easat-2225	95	12	)	)	PUNCT
easat-2225	95	13	is	be	AUX
easat-2225	95	14	the	the	DET
easat-2225	95	15	expected	expect	VERB
easat-2225	95	16	return	return	NOUN
easat-2225	95	17	on	on	ADP
easat-2225	95	18	the	the	DET
easat-2225	95	19	market	market	NOUN
easat-2225	95	20	portfolio	portfolio	NOUN
easat-2225	95	21	,	,	PUNCT
easat-2225	95	22	which	which	PRON
easat-2225	95	23	is	be	AUX
easat-2225	95	24	typically	typically	ADV
easat-2225	95	25	represented	represent	VERB
easat-2225	95	26	by	by	ADP
easat-2225	95	27	a	a	DET
easat-2225	95	28	broad	broad	ADJ
easat-2225	95	29	market	market	NOUN
easat-2225	95	30	index	index	NOUN
easat-2225	95	31	such	such	ADJ
easat-2225	95	32	as	as	ADP
easat-2225	95	33	the	the	DET
easat-2225	95	34	s&p	s&p	PROPN
easat-2225	95	35	500	500	NUM
easat-2225	95	36	.	.	PUNCT
easat-2225	96	1	2.2	2.2	NUM
easat-2225	96	2	.	.	PUNCT
easat-2225	97	1	three	three	NUM
easat-2225	97	2	moment	moment	NOUN
easat-2225	97	3	asset	asset	NOUN
easat-2225	97	4	pricing	pricing	NOUN
easat-2225	97	5	model	model	NOUN
easat-2225	97	6	ding	ding	NOUN
easat-2225	97	7	and	and	CCONJ
easat-2225	97	8	shawky	shawky	ADJ
easat-2225	97	9	(	(	PUNCT
easat-2225	97	10	2007	2007	NUM
easat-2225	97	11	)	)	PUNCT
easat-2225	97	12	utilize	utilize	VERB
easat-2225	97	13	harvey	harvey	NOUN
easat-2225	97	14	and	and	CCONJ
easat-2225	97	15	siddique	siddique	NOUN
easat-2225	97	16	(	(	PUNCT
easat-2225	97	17	2000	2000	NUM
easat-2225	97	18	)	)	PUNCT
easat-2225	97	19	coskewness	coskewness	ADJ
easat-2225	97	20	measure	measure	NOUN
easat-2225	97	21	for	for	ADP
easat-2225	97	22	evaluating	evaluate	VERB
easat-2225	97	23	hedge	hedge	NOUN
easat-2225	97	24	fund	fund	NOUN
easat-2225	97	25	performance	performance	NOUN
easat-2225	97	26	in	in	ADP
easat-2225	97	27	the	the	DET
easat-2225	97	28	following	follow	VERB
easat-2225	97	29	form	form	NOUN
easat-2225	97	30	:	:	PUNCT
easat-2225	97	31	e(r)=rf+β1×(e(rm)−rf)+β2×s+β3×v	e(r)=rf+β1×(e(rm)−rf)+β2×s+β3×v	PROPN
easat-2225	97	32	where	where	SCONJ
easat-2225	97	33	:	:	PUNCT
easat-2225	97	34	•	•	NUM
easat-2225	97	35	e(r	e(r	NUM
easat-2225	97	36	)	)	PUNCT
easat-2225	97	37	represents	represent	VERB
easat-2225	97	38	the	the	DET
easat-2225	97	39	expected	expect	VERB
easat-2225	97	40	return	return	NOUN
easat-2225	97	41	on	on	ADP
easat-2225	97	42	the	the	DET
easat-2225	97	43	asset	asset	NOUN
easat-2225	97	44	.	.	PUNCT
easat-2225	98	1	•	•	NUM
easat-2225	99	1	rf	rf	NOUN
easat-2225	99	2	is	be	AUX
easat-2225	99	3	the	the	DET
easat-2225	99	4	risk	risk	NOUN
easat-2225	99	5	-	-	PUNCT
easat-2225	99	6	free	free	ADJ
easat-2225	99	7	rate	rate	NOUN
easat-2225	99	8	of	of	ADP
easat-2225	99	9	return	return	NOUN
easat-2225	99	10	.	.	PUNCT
easat-2225	100	1	•	•	CCONJ
easat-2225	100	2	β1	β1	PROPN
easat-2225	100	3	is	be	AUX
easat-2225	100	4	the	the	DET
easat-2225	100	5	beta	beta	ADJ
easat-2225	100	6	coefficient	coefficient	NOUN
easat-2225	100	7	of	of	ADP
easat-2225	100	8	the	the	DET
easat-2225	100	9	asset	asset	NOUN
easat-2225	100	10	,	,	PUNCT
easat-2225	100	11	measuring	measure	VERB
easat-2225	100	12	its	its	PRON
easat-2225	100	13	sensitivity	sensitivity	NOUN
easat-2225	100	14	to	to	ADP
easat-2225	100	15	the	the	DET
easat-2225	100	16	overall	overall	ADJ
easat-2225	100	17	market	market	NOUN
easat-2225	100	18	.	.	PUNCT
easat-2225	101	1	•	•	NUM
easat-2225	101	2	e(rm	e(rm	PROPN
easat-2225	101	3	)	)	PUNCT
easat-2225	101	4	is	be	AUX
easat-2225	101	5	the	the	DET
easat-2225	101	6	expected	expect	VERB
easat-2225	101	7	return	return	NOUN
easat-2225	101	8	on	on	ADP
easat-2225	101	9	the	the	DET
easat-2225	101	10	market	market	NOUN
easat-2225	101	11	portfolio	portfolio	NOUN
easat-2225	101	12	.	.	PUNCT
easat-2225	102	1	•	•	NUM
easat-2225	102	2	s	s	NOUN
easat-2225	102	3	is	be	AUX
easat-2225	102	4	the	the	DET
easat-2225	102	5	size	size	NOUN
easat-2225	102	6	factor	factor	NOUN
easat-2225	102	7	,	,	PUNCT
easat-2225	102	8	representing	represent	VERB
easat-2225	102	9	the	the	DET
easat-2225	102	10	excess	excess	ADJ
easat-2225	102	11	return	return	NOUN
easat-2225	102	12	of	of	ADP
easat-2225	102	13	small	small	ADJ
easat-2225	102	14	-	-	PUNCT
easat-2225	102	15	cap	cap	NOUN
easat-2225	102	16	stocks	stock	NOUN
easat-2225	102	17	over	over	ADP
easat-2225	102	18	large	large	ADJ
easat-2225	102	19	-	-	PUNCT
easat-2225	102	20	cap	cap	NOUN
easat-2225	102	21	stocks	stock	NOUN
easat-2225	102	22	.	.	PUNCT
easat-2225	103	1	•	•	NUM
easat-2225	103	2	v	v	NOUN
easat-2225	103	3	is	be	AUX
easat-2225	103	4	the	the	DET
easat-2225	103	5	value	value	NOUN
easat-2225	103	6	factor	factor	NOUN
easat-2225	103	7	,	,	PUNCT
easat-2225	103	8	representing	represent	VERB
easat-2225	103	9	the	the	DET
easat-2225	103	10	excess	excess	ADJ
easat-2225	103	11	return	return	NOUN
easat-2225	103	12	of	of	ADP
easat-2225	103	13	value	value	NOUN
easat-2225	103	14	stocks	stock	NOUN
easat-2225	103	15	over	over	ADP
easat-2225	103	16	growth	growth	NOUN
easat-2225	103	17	stocks	stock	NOUN
easat-2225	103	18	.	.	PUNCT
easat-2225	104	1	•	•	NUM
easat-2225	104	2	β2	β2	NOUN
easat-2225	104	3	and	and	CCONJ
easat-2225	104	4	β3	β3	ADJ
easat-2225	104	5	are	be	AUX
easat-2225	104	6	the	the	DET
easat-2225	104	7	coefficients	coefficient	NOUN
easat-2225	104	8	associated	associate	VERB
easat-2225	104	9	with	with	ADP
easat-2225	104	10	the	the	DET
easat-2225	104	11	size	size	NOUN
easat-2225	104	12	and	and	CCONJ
easat-2225	104	13	value	value	NOUN
easat-2225	104	14	factors	factor	NOUN
easat-2225	104	15	,	,	PUNCT
easat-2225	104	16	respectively	respectively	ADV
easat-2225	104	17	.	.	PUNCT
easat-2225	105	1	2.3	2.3	NUM
easat-2225	105	2	.	.	PUNCT
easat-2225	106	1	firm	firm	ADJ
easat-2225	106	2	quality	quality	NOUN
easat-2225	106	3	five	five	NUM
easat-2225	106	4	factor	factor	NOUN
easat-2225	106	5	model	model	NOUN
easat-2225	106	6	(	(	PUNCT
easat-2225	106	7	fqual	fqual	ADJ
easat-2225	106	8	)	)	PUNCT
easat-2225	106	9	the	the	DET
easat-2225	106	10	firm	firm	ADJ
easat-2225	106	11	quality	quality	NOUN
easat-2225	106	12	five	five	NUM
easat-2225	106	13	factor	factor	NOUN
easat-2225	106	14	model	model	NOUN
easat-2225	106	15	(	(	PUNCT
easat-2225	106	16	fqual	fqual	ADJ
easat-2225	106	17	)	)	PUNCT
easat-2225	106	18	is	be	AUX
easat-2225	106	19	an	an	DET
easat-2225	106	20	extension	extension	NOUN
easat-2225	106	21	of	of	ADP
easat-2225	106	22	the	the	DET
easat-2225	106	23	traditional	traditional	ADJ
easat-2225	106	24	five	five	NUM
easat-2225	106	25	-	-	PUNCT
easat-2225	106	26	factor	factor	NOUN
easat-2225	106	27	model	model	NOUN
easat-2225	106	28	that	that	PRON
easat-2225	106	29	includes	include	VERB
easat-2225	106	30	a	a	DET
easat-2225	106	31	factor	factor	NOUN
easat-2225	106	32	related	relate	VERB
easat-2225	106	33	to	to	ADP
easat-2225	106	34	firm	firm	ADJ
easat-2225	106	35	quality	quality	NOUN
easat-2225	106	36	.	.	PUNCT
easat-2225	107	1	it	it	PRON
easat-2225	107	2	is	be	AUX
easat-2225	107	3	also	also	ADV
easat-2225	107	4	known	know	VERB
easat-2225	107	5	as	as	ADP
easat-2225	107	6	the	the	DET
easat-2225	107	7	"	"	PUNCT
easat-2225	107	8	q	q	ADJ
easat-2225	107	9	-	-	PUNCT
easat-2225	107	10	factor	factor	NOUN
easat-2225	107	11	model	model	NOUN
easat-2225	107	12	"	"	PUNCT
easat-2225	107	13	or	or	CCONJ
easat-2225	107	14	the	the	DET
easat-2225	107	15	"	"	PUNCT
easat-2225	107	16	hou	hou	PROPN
easat-2225	107	17	,	,	PUNCT
easat-2225	107	18	xue	xue	PROPN
easat-2225	107	19	,	,	PUNCT
easat-2225	107	20	and	and	CCONJ
easat-2225	107	21	zhang	zhang	PROPN
easat-2225	107	22	five	five	NUM
easat-2225	107	23	-	-	PUNCT
easat-2225	107	24	factor	factor	NOUN
easat-2225	107	25	model	model	NOUN
easat-2225	107	26	.	.	PUNCT
easat-2225	107	27	"	"	PUNCT
easat-2225	108	1	the	the	DET
easat-2225	108	2	formula	formula	NOUN
easat-2225	108	3	for	for	ADP
easat-2225	108	4	the	the	DET
easat-2225	108	5	firm	firm	ADJ
easat-2225	108	6	quality	quality	NOUN
easat-2225	108	7	five	five	NUM
easat-2225	108	8	factor	factor	NOUN
easat-2225	108	9	model	model	NOUN
easat-2225	108	10	is	be	AUX
easat-2225	108	11	as	as	SCONJ
easat-2225	108	12	follows	follow	VERB
easat-2225	108	13	:	:	PUNCT
easat-2225	108	14	e(r)=rf+β1×(e(rm)−rf)+β2×smb+β3×hml+β4×rmw+β5×cma+β6×q	e(r)=rf+β1×(e(rm)−rf)+β2×smb+β3×hml+β4×rmw+β5×cma+β6×q	PUNCT
easat-2225	108	15	where	where	SCONJ
easat-2225	108	16	:	:	PUNCT
easat-2225	108	17	•	•	NUM
easat-2225	108	18	e(r	e(r	NUM
easat-2225	108	19	)	)	PUNCT
easat-2225	108	20	represents	represent	VERB
easat-2225	108	21	the	the	DET
easat-2225	108	22	expected	expect	VERB
easat-2225	108	23	return	return	NOUN
easat-2225	108	24	on	on	ADP
easat-2225	108	25	the	the	DET
easat-2225	108	26	asset	asset	NOUN
easat-2225	108	27	.	.	PUNCT
easat-2225	109	1	•	•	NUM
easat-2225	110	1	rf	rf	NOUN
easat-2225	110	2	is	be	AUX
easat-2225	110	3	the	the	DET
easat-2225	110	4	risk	risk	NOUN
easat-2225	110	5	-	-	PUNCT
easat-2225	110	6	free	free	ADJ
easat-2225	110	7	rate	rate	NOUN
easat-2225	110	8	of	of	ADP
easat-2225	110	9	return	return	NOUN
easat-2225	110	10	.	.	PUNCT
easat-2225	111	1	•	•	NUM
easat-2225	111	2	β	β	X
easat-2225	111	3	is	be	AUX
easat-2225	111	4	the	the	DET
easat-2225	111	5	beta	beta	ADJ
easat-2225	111	6	coefficient	coefficient	NOUN
easat-2225	111	7	of	of	ADP
easat-2225	111	8	the	the	DET
easat-2225	111	9	asset	asset	NOUN
easat-2225	111	10	,	,	PUNCT
easat-2225	111	11	measuring	measure	VERB
easat-2225	111	12	its	its	PRON
easat-2225	111	13	sensitivity	sensitivity	NOUN
easat-2225	111	14	to	to	ADP
easat-2225	111	15	the	the	DET
easat-2225	111	16	overall	overall	ADJ
easat-2225	111	17	market	market	NOUN
easat-2225	111	18	.	.	PUNCT
easat-2225	112	1	•	•	NUM
easat-2225	112	2	e(rm	e(rm	PROPN
easat-2225	112	3	)	)	PUNCT
easat-2225	112	4	is	be	AUX
easat-2225	112	5	the	the	DET
easat-2225	112	6	expected	expect	VERB
easat-2225	112	7	return	return	NOUN
easat-2225	112	8	on	on	ADP
easat-2225	112	9	the	the	DET
easat-2225	112	10	market	market	NOUN
easat-2225	112	11	portfolio	portfolio	NOUN
easat-2225	112	12	.	.	PUNCT
easat-2225	113	1	•	•	NUM
easat-2225	113	2	smb	smb	PROPN
easat-2225	113	3	represents	represent	VERB
easat-2225	113	4	the	the	DET
easat-2225	113	5	size	size	NOUN
easat-2225	113	6	factor	factor	NOUN
easat-2225	113	7	,	,	PUNCT
easat-2225	113	8	capturing	capture	VERB
easat-2225	113	9	the	the	DET
easat-2225	113	10	excess	excess	ADJ
easat-2225	113	11	return	return	NOUN
easat-2225	113	12	of	of	ADP
easat-2225	113	13	small	small	ADJ
easat-2225	113	14	-	-	PUNCT
easat-2225	113	15	cap	cap	NOUN
easat-2225	113	16	stocks	stock	NOUN
easat-2225	113	17	over	over	ADP
easat-2225	113	18	large	large	ADJ
easat-2225	113	19	-	-	PUNCT
easat-2225	113	20	cap	cap	NOUN
easat-2225	113	21	stocks	stock	NOUN
easat-2225	113	22	.	.	PUNCT
easat-2225	114	1	•	•	NUM
easat-2225	114	2	hml	hml	PROPN
easat-2225	114	3	represents	represent	VERB
easat-2225	114	4	the	the	DET
easat-2225	114	5	value	value	NOUN
easat-2225	114	6	factor	factor	NOUN
easat-2225	114	7	,	,	PUNCT
easat-2225	114	8	capturing	capture	VERB
easat-2225	114	9	the	the	DET
easat-2225	114	10	excess	excess	ADJ
easat-2225	114	11	return	return	NOUN
easat-2225	114	12	of	of	ADP
easat-2225	114	13	value	value	NOUN
easat-2225	114	14	stocks	stock	NOUN
easat-2225	114	15	over	over	ADP
easat-2225	114	16	growth	growth	NOUN
easat-2225	114	17	stocks	stock	NOUN
easat-2225	114	18	.	.	PUNCT
easat-2225	115	1	•	•	NUM
easat-2225	115	2	rmw	rmw	PROPN
easat-2225	115	3	represents	represent	VERB
easat-2225	115	4	the	the	DET
easat-2225	115	5	profitability	profitability	NOUN
easat-2225	115	6	factor	factor	NOUN
easat-2225	115	7	,	,	PUNCT
easat-2225	115	8	capturing	capture	VERB
easat-2225	115	9	the	the	DET
easat-2225	115	10	excess	excess	ADJ
easat-2225	115	11	return	return	NOUN
easat-2225	115	12	of	of	ADP
easat-2225	115	13	high	high	ADJ
easat-2225	115	14	-	-	PUNCT
easat-2225	115	15	profitability	profitability	NOUN
easat-2225	115	16	stocks	stock	NOUN
easat-2225	115	17	over	over	ADP
easat-2225	115	18	low	low	ADJ
easat-2225	115	19	-	-	PUNCT
easat-2225	115	20	profitability	profitability	NOUN
easat-2225	115	21	stocks	stock	NOUN
easat-2225	115	22	.	.	PUNCT
easat-2225	116	1	•	•	NUM
easat-2225	116	2	cma	cma	NOUN
easat-2225	116	3	represents	represent	VERB
easat-2225	116	4	the	the	DET
easat-2225	116	5	investment	investment	NOUN
easat-2225	116	6	factor	factor	NOUN
easat-2225	116	7	,	,	PUNCT
easat-2225	116	8	capturing	capture	VERB
easat-2225	116	9	the	the	DET
easat-2225	116	10	excess	excess	ADJ
easat-2225	116	11	return	return	NOUN
easat-2225	116	12	of	of	ADP
easat-2225	116	13	low	low	ADJ
easat-2225	116	14	-	-	PUNCT
easat-2225	116	15	investment	investment	NOUN
easat-2225	116	16	stocks	stock	NOUN
easat-2225	116	17	over	over	ADP
easat-2225	116	18	high	high	ADJ
easat-2225	116	19	-	-	PUNCT
easat-2225	116	20	investment	investment	NOUN
easat-2225	116	21	stocks	stock	NOUN
easat-2225	116	22	.	.	PUNCT
easat-2225	117	1	•	•	NUM
easat-2225	117	2	q	q	NOUN
easat-2225	117	3	represents	represent	VERB
easat-2225	117	4	the	the	DET
easat-2225	117	5	quality	quality	NOUN
easat-2225	117	6	factor	factor	NOUN
easat-2225	117	7	,	,	PUNCT
easat-2225	117	8	capturing	capture	VERB
easat-2225	117	9	the	the	DET
easat-2225	117	10	excess	excess	ADJ
easat-2225	117	11	return	return	NOUN
easat-2225	117	12	of	of	ADP
easat-2225	117	13	high	high	ADJ
easat-2225	117	14	-	-	PUNCT
easat-2225	117	15	quality	quality	NOUN
easat-2225	117	16	stocks	stock	NOUN
easat-2225	117	17	over	over	ADP
easat-2225	117	18	lowquality	lowquality	NOUN
easat-2225	117	19	stocks	stock	NOUN
easat-2225	117	20	.	.	PUNCT
easat-2225	118	1	•	•	NUM
easat-2225	118	2	β2	β2	ADJ
easat-2225	118	3	,	,	PUNCT
easat-2225	118	4	β3	β3	PROPN
easat-2225	118	5	,	,	PUNCT
easat-2225	118	6	β4	β4	PROPN
easat-2225	118	7	,	,	PUNCT
easat-2225	118	8	β5	β5	NOUN
easat-2225	118	9	,	,	PUNCT
easat-2225	118	10	and	and	CCONJ
easat-2225	118	11	β6	β6	PROPN
easat-2225	118	12	are	be	AUX
easat-2225	118	13	the	the	DET
easat-2225	118	14	coefficients	coefficient	NOUN
easat-2225	118	15	associated	associate	VERB
easat-2225	118	16	with	with	ADP
easat-2225	118	17	the	the	DET
easat-2225	118	18	respective	respective	ADJ
easat-2225	118	19	factors	factor	NOUN
easat-2225	118	20	.	.	PUNCT
easat-2225	119	1	the	the	DET
easat-2225	119	2	firm	firm	ADJ
easat-2225	119	3	quality	quality	NOUN
easat-2225	119	4	five	five	NUM
easat-2225	119	5	factor	factor	NOUN
easat-2225	119	6	model	model	NOUN
easat-2225	119	7	incorporates	incorporate	VERB
easat-2225	119	8	the	the	DET
easat-2225	119	9	additional	additional	ADJ
easat-2225	119	10	factor	factor	NOUN
easat-2225	119	11	,	,	PUNCT
easat-2225	119	12	q	q	X
easat-2225	119	13	,	,	PUNCT
easat-2225	119	14	which	which	PRON
easat-2225	119	15	represents	represent	VERB
easat-2225	119	16	the	the	DET
easat-2225	119	17	quality	quality	NOUN
easat-2225	119	18	of	of	ADP
easat-2225	119	19	the	the	DET
easat-2225	119	20	firm	firm	NOUN
easat-2225	119	21	and	and	CCONJ
easat-2225	119	22	its	its	PRON
easat-2225	119	23	effect	effect	NOUN
easat-2225	119	24	on	on	ADP
easat-2225	119	25	expected	expect	VERB
easat-2225	119	26	returns	return	NOUN
easat-2225	119	27	.	.	PUNCT
easat-2225	120	1	by	by	ADP
easat-2225	120	2	considering	consider	VERB
easat-2225	120	3	multiple	multiple	ADJ
easat-2225	120	4	factors	factor	NOUN
easat-2225	120	5	such	such	ADJ
easat-2225	120	6	as	as	ADP
easat-2225	120	7	size	size	NOUN
easat-2225	120	8	,	,	PUNCT
easat-2225	120	9	value	value	NOUN
easat-2225	120	10	,	,	PUNCT
easat-2225	120	11	profitability	profitability	NOUN
easat-2225	120	12	,	,	PUNCT
easat-2225	120	13	investment	investment	NOUN
easat-2225	120	14	,	,	PUNCT
easat-2225	120	15	and	and	CCONJ
easat-2225	120	16	quality	quality	NOUN
easat-2225	120	17	,	,	PUNCT
easat-2225	120	18	this	this	DET
easat-2225	120	19	model	model	NOUN
easat-2225	120	20	aims	aim	VERB
easat-2225	120	21	to	to	PART
easat-2225	120	22	provide	provide	VERB
easat-2225	120	23	a	a	DET
easat-2225	120	24	more	more	ADV
easat-2225	120	25	comprehensive	comprehensive	ADJ
easat-2225	120	26	explanation	explanation	NOUN
easat-2225	120	27	of	of	ADP
easat-2225	120	28	asset	asset	NOUN
easat-2225	120	29	pricing	pricing	NOUN
easat-2225	120	30	and	and	CCONJ
easat-2225	120	31	expected	expect	VERB
easat-2225	120	32	returns	return	NOUN
easat-2225	120	33	.	.	PUNCT
easat-2225	121	1	2.4	2.4	NUM
easat-2225	121	2	.	.	X
easat-2225	121	3	four	four	NUM
easat-2225	121	4	factor	factor	NOUN
easat-2225	121	5	asset	asset	NOUN
easat-2225	121	6	pricing	pricing	NOUN
easat-2225	121	7	model	model	NOUN
easat-2225	121	8	the	the	DET
easat-2225	121	9	unconditional	unconditional	ADJ
easat-2225	121	10	performance	performance	NOUN
easat-2225	121	11	-	-	PUNCT
easat-2225	121	12	based	base	VERB
easat-2225	121	13	asset	asset	NOUN
easat-2225	121	14	pricing	pricing	NOUN
easat-2225	121	15	model	model	NOUN
easat-2225	121	16	for	for	ADP
easat-2225	121	17	mutual	mutual	ADJ
easat-2225	121	18	funds	fund	NOUN
easat-2225	121	19	:	:	PUNCT
easat-2225	122	1	e(ri)=rf+βi×(e(rm)−rf)+γ1×mi2+γ2×ti2+γ3×si2	e(ri)=rf+βi×(e(rm)−rf)+γ1×mi2+γ2×ti2+γ3×si2	X
easat-2225	122	2	where	where	SCONJ
easat-2225	122	3	:	:	PUNCT
easat-2225	122	4	•	•	NUM
easat-2225	122	5	e(ri	e(ri	NOUN
easat-2225	122	6	)	)	PUNCT
easat-2225	122	7	represents	represent	VERB
easat-2225	122	8	the	the	DET
easat-2225	122	9	expected	expect	VERB
easat-2225	122	10	return	return	NOUN
easat-2225	122	11	of	of	ADP
easat-2225	122	12	the	the	DET
easat-2225	122	13	mutual	mutual	ADJ
easat-2225	122	14	fund	fund	NOUN
easat-2225	122	15	.	.	PUNCT
easat-2225	123	1	1223	1223	NUM
easat-2225	123	2	edelweiss	edelweiss	PROPN
easat-2225	123	3	applied	apply	VERB
easat-2225	123	4	science	science	NOUN
easat-2225	123	5	and	and	CCONJ
easat-2225	123	6	technology	technology	NOUN
easat-2225	123	7	issn	issn	PROPN
easat-2225	123	8	:	:	PUNCT
easat-2225	123	9	2576	2576	NUM
easat-2225	123	10	-	-	SYM
easat-2225	123	11	8484	8484	NUM
easat-2225	123	12	vol	vol	NOUN
easat-2225	123	13	.	.	PROPN
easat-2225	123	14	8	8	NUM
easat-2225	123	15	,	,	PUNCT
easat-2225	123	16	no	no	INTJ
easat-2225	123	17	.	.	NOUN
easat-2225	124	1	6	6	NUM
easat-2225	124	2	:	:	SYM
easat-2225	124	3	1219	1219	NUM
easat-2225	124	4	-	-	SYM
easat-2225	124	5	1227	1227	NUM
easat-2225	124	6	,	,	PUNCT
easat-2225	124	7	2024	2024	NUM
easat-2225	124	8	doi	doi	NOUN
easat-2225	124	9	:	:	PUNCT
easat-2225	124	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	125	1	©	©	ADP
easat-2225	125	2	2024	2024	NUM
easat-2225	125	3	by	by	ADP
easat-2225	125	4	the	the	DET
easat-2225	125	5	authors	author	NOUN
easat-2225	125	6	;	;	PUNCT
easat-2225	125	7	licensee	licensee	PROPN
easat-2225	125	8	learning	learning	NOUN
easat-2225	125	9	gate	gate	NOUN
easat-2225	125	10	•	•	NOUN
easat-2225	125	11	rf	rf	NOUN
easat-2225	125	12	is	be	AUX
easat-2225	125	13	the	the	DET
easat-2225	125	14	risk	risk	NOUN
easat-2225	125	15	-	-	PUNCT
easat-2225	125	16	free	free	ADJ
easat-2225	125	17	rate	rate	NOUN
easat-2225	125	18	of	of	ADP
easat-2225	125	19	return	return	NOUN
easat-2225	125	20	.	.	PUNCT
easat-2225	126	1	•	•	INTJ
easat-2225	126	2	βi	βi	PROPN
easat-2225	126	3	is	be	AUX
easat-2225	126	4	the	the	DET
easat-2225	126	5	beta	beta	ADJ
easat-2225	126	6	coefficient	coefficient	NOUN
easat-2225	126	7	,	,	PUNCT
easat-2225	126	8	measuring	measure	VERB
easat-2225	126	9	the	the	DET
easat-2225	126	10	sensitivity	sensitivity	NOUN
easat-2225	126	11	of	of	ADP
easat-2225	126	12	the	the	DET
easat-2225	126	13	mutual	mutual	ADJ
easat-2225	126	14	fund	fund	NOUN
easat-2225	126	15	's	's	PART
easat-2225	126	16	returns	return	NOUN
easat-2225	126	17	to	to	ADP
easat-2225	126	18	the	the	DET
easat-2225	126	19	overall	overall	ADJ
easat-2225	126	20	market	market	NOUN
easat-2225	126	21	.	.	PUNCT
easat-2225	127	1	•	•	NUM
easat-2225	127	2	e(rm	e(rm	PROPN
easat-2225	127	3	)	)	PUNCT
easat-2225	127	4	is	be	AUX
easat-2225	127	5	the	the	DET
easat-2225	127	6	expected	expect	VERB
easat-2225	127	7	return	return	NOUN
easat-2225	127	8	on	on	ADP
easat-2225	127	9	the	the	DET
easat-2225	127	10	market	market	NOUN
easat-2225	127	11	portfolio	portfolio	NOUN
easat-2225	127	12	.	.	PUNCT
easat-2225	128	1	•	•	NUM
easat-2225	128	2	mi2	mi2	PROPN
easat-2225	128	3	is	be	AUX
easat-2225	128	4	the	the	DET
easat-2225	128	5	unconditional	unconditional	ADJ
easat-2225	128	6	performance	performance	NOUN
easat-2225	128	7	measure	measure	NOUN
easat-2225	128	8	based	base	VERB
easat-2225	128	9	on	on	ADP
easat-2225	128	10	the	the	DET
easat-2225	128	11	mutual	mutual	ADJ
easat-2225	128	12	fund	fund	NOUN
easat-2225	128	13	's	's	PART
easat-2225	128	14	alpha	alpha	NOUN
easat-2225	128	15	(	(	PUNCT
easat-2225	128	16	excess	excess	ADJ
easat-2225	128	17	return	return	NOUN
easat-2225	128	18	)	)	PUNCT
easat-2225	128	19	relative	relative	ADJ
easat-2225	128	20	to	to	ADP
easat-2225	128	21	its	its	PRON
easat-2225	128	22	beta	beta	NOUN
easat-2225	128	23	.	.	PUNCT
easat-2225	129	1	it	it	PRON
easat-2225	129	2	captures	capture	VERB
easat-2225	129	3	the	the	DET
easat-2225	129	4	fund	fund	NOUN
easat-2225	129	5	's	's	PART
easat-2225	129	6	risk	risk	NOUN
easat-2225	129	7	-	-	PUNCT
easat-2225	129	8	adjusted	adjust	VERB
easat-2225	129	9	performance	performance	NOUN
easat-2225	129	10	.	.	PUNCT
easat-2225	130	1	•	•	NUM
easat-2225	130	2	ti2	ti2	PROPN
easat-2225	130	3	is	be	AUX
easat-2225	130	4	the	the	DET
easat-2225	130	5	unconditional	unconditional	ADJ
easat-2225	130	6	performance	performance	NOUN
easat-2225	130	7	measure	measure	NOUN
easat-2225	130	8	based	base	VERB
easat-2225	130	9	on	on	ADP
easat-2225	130	10	the	the	DET
easat-2225	130	11	mutual	mutual	ADJ
easat-2225	130	12	fund	fund	NOUN
easat-2225	130	13	's	's	PART
easat-2225	130	14	tracking	tracking	NOUN
easat-2225	130	15	error	error	NOUN
easat-2225	130	16	,	,	PUNCT
easat-2225	130	17	which	which	PRON
easat-2225	130	18	measures	measure	VERB
easat-2225	130	19	its	its	PRON
easat-2225	130	20	deviation	deviation	NOUN
easat-2225	130	21	from	from	ADP
easat-2225	130	22	its	its	PRON
easat-2225	130	23	benchmark	benchmark	NOUN
easat-2225	130	24	index	index	NOUN
easat-2225	130	25	.	.	PUNCT
easat-2225	131	1	it	it	PRON
easat-2225	131	2	captures	capture	VERB
easat-2225	131	3	the	the	DET
easat-2225	131	4	fund	fund	NOUN
easat-2225	131	5	's	's	PART
easat-2225	131	6	ability	ability	NOUN
easat-2225	131	7	to	to	PART
easat-2225	131	8	closely	closely	ADV
easat-2225	131	9	track	track	VERB
easat-2225	131	10	its	its	PRON
easat-2225	131	11	intended	intend	VERB
easat-2225	131	12	benchmark	benchmark	NOUN
easat-2225	131	13	.	.	PUNCT
easat-2225	132	1	•	•	NUM
easat-2225	132	2	si2	si2	NOUN
easat-2225	132	3	is	be	AUX
easat-2225	132	4	the	the	DET
easat-2225	132	5	unconditional	unconditional	ADJ
easat-2225	132	6	performance	performance	NOUN
easat-2225	132	7	measure	measure	NOUN
easat-2225	132	8	based	base	VERB
easat-2225	132	9	on	on	ADP
easat-2225	132	10	the	the	DET
easat-2225	132	11	mutual	mutual	ADJ
easat-2225	132	12	fund	fund	NOUN
easat-2225	132	13	's	's	PART
easat-2225	132	14	volatility	volatility	NOUN
easat-2225	132	15	or	or	CCONJ
easat-2225	132	16	standard	standard	ADJ
easat-2225	132	17	deviation	deviation	NOUN
easat-2225	132	18	of	of	ADP
easat-2225	132	19	returns	return	NOUN
easat-2225	132	20	.	.	PUNCT
easat-2225	133	1	it	it	PRON
easat-2225	133	2	captures	capture	VERB
easat-2225	133	3	the	the	DET
easat-2225	133	4	fund	fund	NOUN
easat-2225	133	5	's	's	PART
easat-2225	133	6	riskiness	riskiness	NOUN
easat-2225	133	7	or	or	CCONJ
easat-2225	133	8	stability	stability	NOUN
easat-2225	133	9	.	.	PUNCT
easat-2225	134	1	the	the	DET
easat-2225	134	2	model	model	NOUN
easat-2225	134	3	incorporates	incorporate	VERB
easat-2225	134	4	three	three	NUM
easat-2225	134	5	unconditional	unconditional	ADJ
easat-2225	134	6	performance	performance	NOUN
easat-2225	134	7	measures	measure	NOUN
easat-2225	134	8	,	,	PUNCT
easat-2225	134	9	mi2	mi2	PROPN
easat-2225	134	10	,	,	PUNCT
easat-2225	134	11	ti2	ti2	PROPN
easat-2225	134	12	,	,	PUNCT
easat-2225	134	13	and	and	CCONJ
easat-2225	134	14	si2	si2	NOUN
easat-2225	134	15	,	,	PUNCT
easat-2225	134	16	to	to	PART
easat-2225	134	17	capture	capture	VERB
easat-2225	134	18	different	different	ADJ
easat-2225	134	19	aspects	aspect	NOUN
easat-2225	134	20	of	of	ADP
easat-2225	134	21	the	the	DET
easat-2225	134	22	mutual	mutual	ADJ
easat-2225	134	23	fund	fund	NOUN
easat-2225	134	24	's	's	PART
easat-2225	134	25	performance	performance	NOUN
easat-2225	134	26	.	.	PUNCT
easat-2225	135	1	by	by	ADP
easat-2225	135	2	including	include	VERB
easat-2225	135	3	these	these	DET
easat-2225	135	4	measures	measure	NOUN
easat-2225	135	5	,	,	PUNCT
easat-2225	135	6	the	the	DET
easat-2225	135	7	model	model	NOUN
easat-2225	135	8	aims	aim	VERB
easat-2225	135	9	to	to	PART
easat-2225	135	10	provide	provide	VERB
easat-2225	135	11	a	a	DET
easat-2225	135	12	more	more	ADV
easat-2225	135	13	comprehensive	comprehensive	ADJ
easat-2225	135	14	assessment	assessment	NOUN
easat-2225	135	15	of	of	ADP
easat-2225	135	16	the	the	DET
easat-2225	135	17	mutual	mutual	ADJ
easat-2225	135	18	fund	fund	NOUN
easat-2225	135	19	's	's	PART
easat-2225	135	20	expected	expect	VERB
easat-2225	135	21	return	return	NOUN
easat-2225	135	22	,	,	PUNCT
easat-2225	135	23	taking	take	VERB
easat-2225	135	24	into	into	ADP
easat-2225	135	25	account	account	NOUN
easat-2225	135	26	its	its	PRON
easat-2225	135	27	risk	risk	NOUN
easat-2225	135	28	-	-	PUNCT
easat-2225	135	29	adjusted	adjust	VERB
easat-2225	135	30	performance	performance	NOUN
easat-2225	135	31	,	,	PUNCT
easat-2225	135	32	tracking	tracking	NOUN
easat-2225	135	33	ability	ability	NOUN
easat-2225	135	34	,	,	PUNCT
easat-2225	135	35	and	and	CCONJ
easat-2225	135	36	volatility	volatility	NOUN
easat-2225	135	37	.	.	PUNCT
easat-2225	136	1	the	the	DET
easat-2225	136	2	coefficients	coefficient	NOUN
easat-2225	136	3	γ1	γ1	PROPN
easat-2225	136	4	,	,	PUNCT
easat-2225	136	5	γ2	γ2	PROPN
easat-2225	136	6	,	,	PUNCT
easat-2225	136	7	and	and	CCONJ
easat-2225	136	8	γ3	γ3	NOUN
easat-2225	136	9	represent	represent	VERB
easat-2225	136	10	the	the	DET
easat-2225	136	11	risk	risk	NOUN
easat-2225	136	12	premiums	premium	NOUN
easat-2225	136	13	associated	associate	VERB
easat-2225	136	14	with	with	ADP
easat-2225	136	15	the	the	DET
easat-2225	136	16	respective	respective	ADJ
easat-2225	136	17	performance	performance	NOUN
easat-2225	136	18	measures	measure	NOUN
easat-2225	136	19	,	,	PUNCT
easat-2225	136	20	reflecting	reflect	VERB
easat-2225	136	21	the	the	DET
easat-2225	136	22	market	market	NOUN
easat-2225	136	23	's	's	PART
easat-2225	136	24	valuation	valuation	NOUN
easat-2225	136	25	of	of	ADP
easat-2225	136	26	each	each	DET
easat-2225	136	27	measure	measure	NOUN
easat-2225	136	28	's	's	PART
easat-2225	136	29	contribution	contribution	NOUN
easat-2225	136	30	to	to	ADP
easat-2225	136	31	the	the	DET
easat-2225	136	32	mutual	mutual	ADJ
easat-2225	136	33	fund	fund	NOUN
easat-2225	136	34	's	's	PART
easat-2225	136	35	expected	expect	VERB
easat-2225	136	36	return	return	NOUN
easat-2225	136	37	.	.	PUNCT
easat-2225	137	1	this	this	DET
easat-2225	137	2	novel	novel	ADJ
easat-2225	137	3	asset	asset	NOUN
easat-2225	137	4	pricing	pricing	NOUN
easat-2225	137	5	model	model	NOUN
easat-2225	137	6	integrates	integrate	VERB
easat-2225	137	7	unconditional	unconditional	ADJ
easat-2225	137	8	performance	performance	NOUN
easat-2225	137	9	measures	measure	NOUN
easat-2225	137	10	into	into	ADP
easat-2225	137	11	the	the	DET
easat-2225	137	12	traditional	traditional	ADJ
easat-2225	137	13	asset	asset	NOUN
easat-2225	137	14	pricing	pricing	NOUN
easat-2225	137	15	framework	framework	NOUN
easat-2225	137	16	,	,	PUNCT
easat-2225	137	17	enabling	enable	VERB
easat-2225	137	18	a	a	DET
easat-2225	137	19	more	more	ADV
easat-2225	137	20	nuanced	nuanced	ADJ
easat-2225	137	21	evaluation	evaluation	NOUN
easat-2225	137	22	of	of	ADP
easat-2225	137	23	mutual	mutual	ADJ
easat-2225	137	24	fund	fund	NOUN
easat-2225	137	25	returns	return	NOUN
easat-2225	137	26	and	and	CCONJ
easat-2225	137	27	their	their	PRON
easat-2225	137	28	relationship	relationship	NOUN
easat-2225	137	29	to	to	ADP
easat-2225	137	30	market	market	NOUN
easat-2225	137	31	factors	factor	NOUN
easat-2225	137	32	and	and	CCONJ
easat-2225	137	33	performance	performance	NOUN
easat-2225	137	34	characteristics	characteristic	NOUN
easat-2225	137	35	.	.	PUNCT
easat-2225	138	1	3	3	X
easat-2225	138	2	.	.	X
easat-2225	138	3	data	datum	NOUN
easat-2225	138	4	3.1	3.1	NUM
easat-2225	138	5	.	.	PUNCT
easat-2225	138	6	mutual	mutual	ADJ
easat-2225	138	7	funds	fund	NOUN
easat-2225	138	8	data	data	VERB
easat-2225	138	9	the	the	DET
easat-2225	138	10	research	research	NOUN
easat-2225	138	11	is	be	AUX
easat-2225	138	12	centered	center	VERB
easat-2225	138	13	on	on	ADP
easat-2225	138	14	equity	equity	NOUN
easat-2225	138	15	-	-	PUNCT
easat-2225	138	16	based	base	VERB
easat-2225	138	17	plans	plan	NOUN
easat-2225	138	18	.	.	PUNCT
easat-2225	139	1	we	we	PRON
easat-2225	139	2	do	do	AUX
easat-2225	139	3	not	not	PART
easat-2225	139	4	include	include	VERB
easat-2225	139	5	close	close	ADV
easat-2225	139	6	-	-	PUNCT
easat-2225	139	7	ended	end	VERB
easat-2225	139	8	equity	equity	NOUN
easat-2225	139	9	-	-	PUNCT
easat-2225	139	10	based	base	VERB
easat-2225	139	11	schemes	scheme	NOUN
easat-2225	139	12	since	since	SCONJ
easat-2225	139	13	their	their	PRON
easat-2225	139	14	market	market	NOUN
easat-2225	139	15	prices	price	NOUN
easat-2225	139	16	become	become	VERB
easat-2225	139	17	more	more	ADV
easat-2225	139	18	important	important	ADJ
easat-2225	139	19	than	than	ADP
easat-2225	139	20	their	their	PRON
easat-2225	139	21	nav	nav	NOUN
easat-2225	139	22	values	value	NOUN
easat-2225	139	23	in	in	ADP
easat-2225	139	24	the	the	DET
easat-2225	139	25	intermediate	intermediate	ADJ
easat-2225	139	26	period	period	NOUN
easat-2225	139	27	,	,	PUNCT
easat-2225	139	28	and	and	CCONJ
easat-2225	139	29	the	the	DET
easat-2225	139	30	former	former	ADJ
easat-2225	139	31	values	value	NOUN
easat-2225	139	32	are	be	AUX
easat-2225	139	33	considerably	considerably	ADV
easat-2225	139	34	impacted	impact	VERB
easat-2225	139	35	by	by	ADP
easat-2225	139	36	market	market	NOUN
easat-2225	139	37	attitudes	attitude	NOUN
easat-2225	139	38	.	.	PUNCT
easat-2225	140	1	moreover	moreover	ADV
easat-2225	140	2	,	,	PUNCT
easat-2225	140	3	even	even	ADV
easat-2225	140	4	at	at	ADP
easat-2225	140	5	the	the	DET
easat-2225	140	6	maturity	maturity	NOUN
easat-2225	140	7	period	period	NOUN
easat-2225	140	8	of	of	ADP
easat-2225	140	9	the	the	DET
easat-2225	140	10	schemes	scheme	NOUN
easat-2225	140	11	,	,	PUNCT
easat-2225	140	12	sometimes	sometimes	ADV
easat-2225	140	13	referred	refer	VERB
easat-2225	140	14	to	to	ADP
easat-2225	140	15	as	as	ADP
easat-2225	140	16	the	the	DET
easat-2225	140	17	close	close	ADJ
easat-2225	140	18	ended	end	VERB
easat-2225	140	19	fund	fund	NOUN
easat-2225	140	20	dilemma	dilemma	NOUN
easat-2225	140	21	,	,	PUNCT
easat-2225	140	22	there	there	PRON
easat-2225	140	23	is	be	VERB
easat-2225	140	24	no	no	DET
easat-2225	140	25	need	need	NOUN
easat-2225	140	26	that	that	SCONJ
easat-2225	140	27	these	these	DET
easat-2225	140	28	values	value	NOUN
easat-2225	140	29	converge	converge	VERB
easat-2225	140	30	to	to	PART
easat-2225	140	31	navs	navs	VERB
easat-2225	140	32	.	.	PUNCT
easat-2225	141	1	there	there	PRON
easat-2225	141	2	were	be	VERB
easat-2225	141	3	292	292	NUM
easat-2225	141	4	open	open	ADV
easat-2225	141	5	-	-	PUNCT
easat-2225	141	6	ended	end	VERB
easat-2225	141	7	equity	equity	NOUN
easat-2225	141	8	programs	program	NOUN
easat-2225	141	9	in	in	ADP
easat-2225	141	10	india	india	PROPN
easat-2225	141	11	as	as	ADP
easat-2225	141	12	of	of	ADP
easat-2225	141	13	march	march	PROPN
easat-2225	141	14	31	31	NUM
easat-2225	141	15	,	,	PUNCT
easat-2225	141	16	2023	2023	NUM
easat-2225	141	17	.	.	PUNCT
easat-2225	142	1	over	over	ADP
easat-2225	142	2	the	the	DET
easat-2225	142	3	course	course	NOUN
easat-2225	142	4	of	of	ADP
easat-2225	142	5	the	the	DET
easat-2225	142	6	whole	whole	ADJ
easat-2225	142	7	10	10	NUM
easat-2225	142	8	years	year	NOUN
easat-2225	142	9	included	include	VERB
easat-2225	142	10	by	by	ADP
easat-2225	142	11	the	the	DET
easat-2225	142	12	analysis	analysis	NOUN
easat-2225	142	13	,	,	PUNCT
easat-2225	142	14	from	from	ADP
easat-2225	142	15	april	april	PROPN
easat-2225	142	16	2003	2003	NUM
easat-2225	142	17	to	to	ADP
easat-2225	142	18	may	may	PROPN
easat-2225	142	19	2023	2023	NUM
easat-2225	142	20	,	,	PUNCT
easat-2225	142	21	we	we	PRON
easat-2225	142	22	only	only	ADV
easat-2225	142	23	include	include	VERB
easat-2225	142	24	equity	equity	NOUN
easat-2225	142	25	plans	plan	NOUN
easat-2225	142	26	for	for	ADP
easat-2225	142	27	which	which	PRON
easat-2225	142	28	we	we	PRON
easat-2225	142	29	have	have	VERB
easat-2225	142	30	at	at	ADV
easat-2225	142	31	least	least	ADV
easat-2225	142	32	three	three	NUM
easat-2225	142	33	full	full	ADJ
easat-2225	142	34	years	year	NOUN
easat-2225	142	35	of	of	ADP
easat-2225	142	36	data	datum	NOUN
easat-2225	142	37	.	.	PUNCT
easat-2225	143	1	as	as	ADP
easat-2225	143	2	a	a	DET
easat-2225	143	3	consequence	consequence	NOUN
easat-2225	143	4	,	,	PUNCT
easat-2225	143	5	we	we	PRON
easat-2225	143	6	have	have	VERB
easat-2225	143	7	237	237	NUM
easat-2225	143	8	growth	growth	NOUN
easat-2225	143	9	-	-	PUNCT
easat-2225	143	10	focused	focus	VERB
easat-2225	143	11	openended	openende	VERB
easat-2225	143	12	equities	equity	NOUN
easat-2225	143	13	mutual	mutual	ADJ
easat-2225	143	14	fund	fund	NOUN
easat-2225	143	15	schemes	scheme	NOUN
easat-2225	143	16	as	as	ADP
easat-2225	143	17	our	our	PRON
easat-2225	143	18	final	final	ADJ
easat-2225	143	19	sample	sample	NOUN
easat-2225	143	20	.	.	PUNCT
easat-2225	144	1	the	the	DET
easat-2225	144	2	starting	starting	NOUN
easat-2225	144	3	date	date	NOUN
easat-2225	144	4	of	of	ADP
easat-2225	144	5	april	april	PROPN
easat-2225	144	6	1	1	NUM
easat-2225	144	7	,	,	PUNCT
easat-2225	144	8	2003	2003	NUM
easat-2225	144	9	was	be	AUX
easat-2225	144	10	selected	select	VERB
easat-2225	144	11	since	since	SCONJ
easat-2225	144	12	it	it	PRON
easat-2225	144	13	is	be	AUX
easat-2225	144	14	when	when	SCONJ
easat-2225	144	15	the	the	DET
easat-2225	144	16	bulk	bulk	NOUN
easat-2225	144	17	of	of	ADP
easat-2225	144	18	the	the	DET
easat-2225	144	19	sampled	sample	VERB
easat-2225	144	20	schemes	scheme	NOUN
easat-2225	144	21	were	be	AUX
easat-2225	144	22	introduced	introduce	VERB
easat-2225	144	23	(	(	PUNCT
easat-2225	144	24	155	155	NUM
easat-2225	144	25	out	out	ADP
easat-2225	144	26	of	of	ADP
easat-2225	144	27	237	237	NUM
easat-2225	144	28	)	)	PUNCT
easat-2225	144	29	.	.	PUNCT
easat-2225	145	1	since	since	SCONJ
easat-2225	145	2	the	the	DET
easat-2225	145	3	global	global	ADJ
easat-2225	145	4	financial	financial	ADJ
easat-2225	145	5	crisis	crisis	NOUN
easat-2225	145	6	began	begin	VERB
easat-2225	145	7	in	in	ADP
easat-2225	145	8	august	august	PROPN
easat-2225	145	9	of	of	ADP
easat-2225	145	10	2007	2007	NUM
easat-2225	145	11	,	,	PUNCT
easat-2225	145	12	the	the	DET
easat-2225	145	13	study	study	NOUN
easat-2225	145	14	period	period	NOUN
easat-2225	145	15	has	have	AUX
easat-2225	145	16	had	have	VERB
easat-2225	145	17	a	a	DET
easat-2225	145	18	structural	structural	ADJ
easat-2225	145	19	interruption	interruption	NOUN
easat-2225	145	20	.	.	PUNCT
easat-2225	146	1	that	that	PRON
easat-2225	146	2	's	be	AUX
easat-2225	146	3	why	why	SCONJ
easat-2225	146	4	there	there	PRON
easat-2225	146	5	are	be	VERB
easat-2225	146	6	halves	half	NOUN
easat-2225	146	7	throughout	throughout	ADP
easat-2225	146	8	the	the	DET
easat-2225	146	9	whole	whole	ADJ
easat-2225	146	10	sample	sample	NOUN
easat-2225	146	11	time	time	NOUN
easat-2225	146	12	frame	frame	NOUN
easat-2225	146	13	.	.	PUNCT
easat-2225	147	1	this	this	DET
easat-2225	147	2	cutoff	cutoff	NOUN
easat-2225	147	3	date	date	NOUN
easat-2225	147	4	is	be	AUX
easat-2225	147	5	set	set	VERB
easat-2225	147	6	for	for	ADP
easat-2225	147	7	august	august	PROPN
easat-2225	147	8	9	9	NUM
easat-2225	147	9	,	,	PUNCT
easat-2225	147	10	2007	2007	NUM
easat-2225	147	11	,	,	PUNCT
easat-2225	147	12	the	the	DET
easat-2225	147	13	day	day	NOUN
easat-2225	147	14	the	the	DET
easat-2225	147	15	worldwide	worldwide	ADJ
easat-2225	147	16	financial	financial	ADJ
easat-2225	147	17	crisis	crisis	NOUN
easat-2225	147	18	officially	officially	ADV
easat-2225	147	19	begins	begin	VERB
easat-2225	147	20	.	.	PUNCT
easat-2225	148	1	there	there	PRON
easat-2225	148	2	were	be	VERB
easat-2225	148	3	199	199	NUM
easat-2225	148	4	mutual	mutual	ADJ
easat-2225	148	5	fund	fund	NOUN
easat-2225	148	6	schemes	scheme	NOUN
easat-2225	148	7	in	in	ADP
easat-2225	148	8	operation	operation	NOUN
easat-2225	148	9	from	from	ADP
easat-2225	148	10	april	april	PROPN
easat-2225	148	11	1	1	NUM
easat-2225	148	12	,	,	PUNCT
easat-2225	148	13	2003	2003	NUM
easat-2225	148	14	,	,	PUNCT
easat-2225	148	15	through	through	ADP
easat-2225	148	16	august	august	PROPN
easat-2225	148	17	8	8	NUM
easat-2225	148	18	,	,	PUNCT
easat-2225	148	19	2007	2007	NUM
easat-2225	148	20	,	,	PUNCT
easat-2225	148	21	and	and	CCONJ
easat-2225	148	22	237	237	NUM
easat-2225	148	23	in	in	ADP
easat-2225	148	24	operation	operation	NOUN
easat-2225	148	25	from	from	ADP
easat-2225	148	26	august	august	PROPN
easat-2225	148	27	9	9	NUM
easat-2225	148	28	,	,	PUNCT
easat-2225	148	29	2007	2007	NUM
easat-2225	148	30	,	,	PUNCT
easat-2225	148	31	through	through	ADP
easat-2225	148	32	may	may	PROPN
easat-2225	148	33	31	31	NUM
easat-2225	148	34	,	,	PUNCT
easat-2225	148	35	2023	2023	NUM
easat-2225	148	36	,	,	PUNCT
easat-2225	148	37	with	with	ADP
easat-2225	148	38	38	38	NUM
easat-2225	148	39	schemes	scheme	NOUN
easat-2225	148	40	being	be	AUX
easat-2225	148	41	introduced	introduce	VERB
easat-2225	148	42	during	during	ADP
easat-2225	148	43	the	the	DET
easat-2225	148	44	second	second	ADJ
easat-2225	148	45	period	period	NOUN
easat-2225	148	46	.	.	PUNCT
easat-2225	149	1	from	from	ADP
easat-2225	149	2	mfi	mfi	PROPN
easat-2225	149	3	explorer	explorer	PROPN
easat-2225	149	4	,	,	PUNCT
easat-2225	149	5	a	a	DET
easat-2225	149	6	mutual	mutual	ADJ
easat-2225	149	7	fund	fund	NOUN
easat-2225	149	8	database	database	NOUN
easat-2225	149	9	provided	provide	VERB
easat-2225	149	10	by	by	ADP
easat-2225	149	11	icra	icra	PROPN
easat-2225	149	12	online	online	PROPN
easat-2225	149	13	limited	limited	PROPN
easat-2225	149	14	,	,	PUNCT
easat-2225	149	15	we	we	PRON
easat-2225	149	16	pull	pull	VERB
easat-2225	149	17	the	the	DET
easat-2225	149	18	daily	daily	ADJ
easat-2225	149	19	dividend	dividend	NOUN
easat-2225	149	20	adjusted	adjust	VERB
easat-2225	149	21	net	net	ADJ
easat-2225	149	22	asset	asset	NOUN
easat-2225	149	23	values	value	NOUN
easat-2225	149	24	(	(	PUNCT
easat-2225	149	25	navs)7	navs)7	NUM
easat-2225	149	26	for	for	ADP
easat-2225	149	27	the	the	DET
easat-2225	149	28	sample	sample	NOUN
easat-2225	149	29	schemes	scheme	NOUN
easat-2225	149	30	.	.	PUNCT
easat-2225	150	1	each	each	DET
easat-2225	150	2	scheme	scheme	NOUN
easat-2225	150	3	's	's	PART
easat-2225	150	4	closing	close	VERB
easat-2225	150	5	nav	nav	NOUN
easat-2225	150	6	value	value	NOUN
easat-2225	150	7	on	on	ADP
easat-2225	150	8	the	the	DET
easat-2225	150	9	final	final	ADJ
easat-2225	150	10	day	day	NOUN
easat-2225	150	11	of	of	ADP
easat-2225	150	12	the	the	DET
easat-2225	150	13	month	month	NOUN
easat-2225	150	14	is	be	AUX
easat-2225	150	15	used	use	VERB
easat-2225	150	16	to	to	PART
easat-2225	150	17	create	create	VERB
easat-2225	150	18	a	a	DET
easat-2225	150	19	monthly	monthly	ADJ
easat-2225	150	20	dividend	dividend	NOUN
easat-2225	150	21	adjusted	adjust	VERB
easat-2225	150	22	nav	nav	NOUN
easat-2225	150	23	file	file	NOUN
easat-2225	150	24	for	for	ADP
easat-2225	150	25	the	the	DET
easat-2225	150	26	entire	entire	ADJ
easat-2225	150	27	research	research	NOUN
easat-2225	150	28	period	period	NOUN
easat-2225	150	29	.	.	PUNCT
easat-2225	151	1	estimation	estimation	NOUN
easat-2225	151	2	is	be	AUX
easat-2225	151	3	then	then	ADV
easat-2225	151	4	performed	perform	VERB
easat-2225	151	5	using	use	VERB
easat-2225	151	6	the	the	DET
easat-2225	151	7	percentage	percentage	NOUN
easat-2225	151	8	returns	return	NOUN
easat-2225	151	9	computed	compute	VERB
easat-2225	151	10	from	from	ADP
easat-2225	151	11	the	the	DET
easat-2225	151	12	daily	daily	ADJ
easat-2225	151	13	and	and	CCONJ
easat-2225	151	14	monthly	monthly	ADJ
easat-2225	151	15	nav	nav	NOUN
easat-2225	151	16	data	datum	NOUN
easat-2225	151	17	.	.	PUNCT
easat-2225	152	1	some	some	DET
easat-2225	152	2	mutual	mutual	ADJ
easat-2225	152	3	fund	fund	NOUN
easat-2225	152	4	schemes	scheme	NOUN
easat-2225	152	5	did	do	AUX
easat-2225	152	6	n't	not	PART
easat-2225	152	7	debut	debut	VERB
easat-2225	152	8	until	until	ADP
easat-2225	152	9	after	after	SCONJ
easat-2225	152	10	our	our	PRON
easat-2225	152	11	sample	sample	NOUN
easat-2225	152	12	period	period	NOUN
easat-2225	152	13	ended	end	VERB
easat-2225	152	14	in	in	ADP
easat-2225	152	15	april	april	PROPN
easat-2225	152	16	2003	2003	NUM
easat-2225	152	17	,	,	PUNCT
easat-2225	152	18	therefore	therefore	ADV
easat-2225	152	19	there	there	PRON
easat-2225	152	20	is	be	VERB
easat-2225	152	21	some	some	DET
easat-2225	152	22	variation	variation	NOUN
easat-2225	152	23	in	in	ADP
easat-2225	152	24	the	the	DET
easat-2225	152	25	sample	sample	NOUN
easat-2225	152	26	observations	observation	NOUN
easat-2225	152	27	across	across	ADP
easat-2225	152	28	these	these	DET
easat-2225	152	29	schemes	scheme	NOUN
easat-2225	152	30	.	.	PUNCT
easat-2225	153	1	so	so	ADV
easat-2225	153	2	,	,	PUNCT
easat-2225	153	3	for	for	ADP
easat-2225	153	4	such	such	ADJ
easat-2225	153	5	plans	plan	NOUN
easat-2225	153	6	,	,	PUNCT
easat-2225	153	7	we	we	PRON
easat-2225	153	8	look	look	VERB
easat-2225	153	9	at	at	ADP
easat-2225	153	10	data	datum	NOUN
easat-2225	153	11	from	from	ADP
easat-2225	153	12	the	the	DET
easat-2225	153	13	beginning	beginning	NOUN
easat-2225	153	14	of	of	ADP
easat-2225	153	15	the	the	DET
easat-2225	153	16	plans	plan	NOUN
easat-2225	153	17	'	'	PART
easat-2225	153	18	existence	existence	NOUN
easat-2225	153	19	up	up	ADP
easat-2225	153	20	to	to	ADP
easat-2225	153	21	may	may	PROPN
easat-2225	153	22	of	of	ADP
easat-2225	153	23	2023	2023	NUM
easat-2225	153	24	.	.	PUNCT
easat-2225	154	1	1224	1224	NUM
easat-2225	154	2	edelweiss	edelweiss	PROPN
easat-2225	154	3	applied	apply	VERB
easat-2225	154	4	science	science	NOUN
easat-2225	154	5	and	and	CCONJ
easat-2225	154	6	technology	technology	NOUN
easat-2225	154	7	issn	issn	PROPN
easat-2225	154	8	:	:	PUNCT
easat-2225	154	9	2576	2576	NUM
easat-2225	154	10	-	-	SYM
easat-2225	154	11	8484	8484	NUM
easat-2225	154	12	vol	vol	NOUN
easat-2225	154	13	.	.	PROPN
easat-2225	154	14	8	8	NUM
easat-2225	154	15	,	,	PUNCT
easat-2225	154	16	no	no	INTJ
easat-2225	154	17	.	.	NOUN
easat-2225	155	1	6	6	NUM
easat-2225	155	2	:	:	SYM
easat-2225	155	3	1219	1219	NUM
easat-2225	155	4	-	-	SYM
easat-2225	155	5	1227	1227	NUM
easat-2225	155	6	,	,	PUNCT
easat-2225	155	7	2024	2024	NUM
easat-2225	155	8	doi	doi	NOUN
easat-2225	155	9	:	:	PUNCT
easat-2225	155	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	156	1	©	©	ADP
easat-2225	156	2	2024	2024	NUM
easat-2225	156	3	by	by	ADP
easat-2225	156	4	the	the	DET
easat-2225	156	5	authors	author	NOUN
easat-2225	156	6	;	;	PUNCT
easat-2225	156	7	licensee	licensee	PROPN
easat-2225	156	8	learning	learning	NOUN
easat-2225	156	9	gate	gate	PROPN
easat-2225	156	10	3.2	3.2	NUM
easat-2225	156	11	.	.	PUNCT
easat-2225	157	1	benchmark	benchmark	NOUN
easat-2225	157	2	indices	index	NOUN
easat-2225	157	3	market	market	NOUN
easat-2225	157	4	indexes	index	NOUN
easat-2225	157	5	are	be	AUX
easat-2225	157	6	often	often	ADV
easat-2225	157	7	proxied	proxie	VERB
easat-2225	157	8	using	use	VERB
easat-2225	157	9	the	the	DET
easat-2225	157	10	s&p	s&p	PROPN
easat-2225	157	11	bombay	bombay	PROPN
easat-2225	157	12	stock	stock	PROPN
easat-2225	157	13	exchange	exchange	PROPN
easat-2225	157	14	500	500	NUM
easat-2225	157	15	index	index	NOUN
easat-2225	157	16	(	(	PUNCT
easat-2225	157	17	henceforth	henceforth	ADV
easat-2225	157	18	bse	bse	PROPN
easat-2225	157	19	500	500	NUM
easat-2225	157	20	index	index	NOUN
easat-2225	157	21	)	)	PUNCT
easat-2225	157	22	.	.	PUNCT
easat-2225	158	1	about	about	ADV
easat-2225	158	2	93	93	NUM
easat-2225	158	3	%	%	NOUN
easat-2225	158	4	of	of	ADP
easat-2225	158	5	bse	bse	NOUN
easat-2225	158	6	's	's	PART
easat-2225	158	7	entire	entire	ADJ
easat-2225	158	8	market	market	NOUN
easat-2225	158	9	valuation	valuation	NOUN
easat-2225	158	10	is	be	AUX
easat-2225	158	11	represented	represent	VERB
easat-2225	158	12	by	by	ADP
easat-2225	158	13	these	these	DET
easat-2225	158	14	stocks	stock	NOUN
easat-2225	158	15	.	.	PUNCT
easat-2225	159	1	it	it	PRON
easat-2225	159	2	encompasses	encompass	VERB
easat-2225	159	3	the	the	DET
easat-2225	159	4	eight	eight	NUM
easat-2225	159	5	most	most	ADV
easat-2225	159	6	important	important	ADJ
easat-2225	159	7	economic	economic	ADJ
easat-2225	159	8	sectors	sector	NOUN
easat-2225	159	9	.	.	PUNCT
easat-2225	160	1	it	it	PRON
easat-2225	160	2	follows	follow	VERB
easat-2225	160	3	the	the	DET
easat-2225	160	4	format	format	NOUN
easat-2225	160	5	of	of	ADP
easat-2225	160	6	the	the	DET
easat-2225	160	7	s&p	s&p	PROPN
easat-2225	160	8	500	500	NUM
easat-2225	160	9	in	in	ADP
easat-2225	160	10	the	the	DET
easat-2225	160	11	united	united	PROPN
easat-2225	160	12	states	states	PROPN
easat-2225	160	13	and	and	CCONJ
easat-2225	160	14	is	be	AUX
easat-2225	160	15	a	a	DET
easat-2225	160	16	broad	broad	ADV
easat-2225	160	17	-	-	PUNCT
easat-2225	160	18	based	base	VERB
easat-2225	160	19	value	value	NOUN
easat-2225	160	20	weighted	weight	VERB
easat-2225	160	21	(	(	PUNCT
easat-2225	160	22	free	free	ADJ
easat-2225	160	23	float	float	NOUN
easat-2225	160	24	weighted	weight	VERB
easat-2225	160	25	)	)	PUNCT
easat-2225	160	26	index	index	NOUN
easat-2225	160	27	.	.	PUNCT
easat-2225	161	1	the	the	DET
easat-2225	161	2	%	%	NOUN
easat-2225	161	3	return	return	NOUN
easat-2225	161	4	on	on	ADP
easat-2225	161	5	an	an	DET
easat-2225	161	6	index	index	NOUN
easat-2225	161	7	may	may	AUX
easat-2225	161	8	be	be	AUX
easat-2225	161	9	estimated	estimate	VERB
easat-2225	161	10	on	on	ADP
easat-2225	161	11	a	a	DET
easat-2225	161	12	daily	daily	ADJ
easat-2225	161	13	basis	basis	NOUN
easat-2225	161	14	using	use	VERB
easat-2225	161	15	the	the	DET
easat-2225	161	16	index	index	NOUN
easat-2225	161	17	value	value	NOUN
easat-2225	161	18	,	,	PUNCT
easat-2225	161	19	and	and	CCONJ
easat-2225	161	20	on	on	ADP
easat-2225	161	21	a	a	DET
easat-2225	161	22	monthly	monthly	ADJ
easat-2225	161	23	basis	basis	NOUN
easat-2225	161	24	using	use	VERB
easat-2225	161	25	the	the	DET
easat-2225	161	26	index	index	NOUN
easat-2225	161	27	value	value	NOUN
easat-2225	161	28	at	at	ADP
easat-2225	161	29	the	the	DET
easat-2225	161	30	end	end	NOUN
easat-2225	161	31	of	of	ADP
easat-2225	161	32	the	the	DET
easat-2225	161	33	month	month	NOUN
easat-2225	161	34	.	.	PUNCT
easat-2225	162	1	size	size	NOUN
easat-2225	162	2	,	,	PUNCT
easat-2225	162	3	value	value	NOUN
easat-2225	162	4	,	,	PUNCT
easat-2225	162	5	momentum	momentum	NOUN
easat-2225	162	6	,	,	PUNCT
easat-2225	162	7	investment	investment	NOUN
easat-2225	162	8	,	,	PUNCT
easat-2225	162	9	profitability	profitability	NOUN
easat-2225	162	10	,	,	PUNCT
easat-2225	162	11	and	and	CCONJ
easat-2225	162	12	business	business	NOUN
easat-2225	162	13	quality	quality	NOUN
easat-2225	162	14	characteristics	characteristic	NOUN
easat-2225	162	15	are	be	AUX
easat-2225	162	16	calculated	calculate	VERB
easat-2225	162	17	on	on	ADP
easat-2225	162	18	a	a	DET
easat-2225	162	19	daily	daily	ADJ
easat-2225	162	20	and	and	CCONJ
easat-2225	162	21	monthly	monthly	ADJ
easat-2225	162	22	basis	basis	NOUN
easat-2225	162	23	using	use	VERB
easat-2225	162	24	the	the	DET
easat-2225	162	25	bse	bse	NOUN
easat-2225	162	26	500	500	NUM
easat-2225	162	27	index	index	NOUN
easat-2225	162	28	stocks	stock	NOUN
easat-2225	162	29	.	.	PUNCT
easat-2225	163	1	stock	stock	NOUN
easat-2225	163	2	dividends	dividend	NOUN
easat-2225	163	3	,	,	PUNCT
easat-2225	163	4	stock	stock	NOUN
easat-2225	163	5	splits	split	VERB
easat-2225	163	6	,	,	PUNCT
easat-2225	163	7	and	and	CCONJ
easat-2225	163	8	rights	right	NOUN
easat-2225	163	9	offerings	offering	NOUN
easat-2225	163	10	are	be	AUX
easat-2225	163	11	included	include	VERB
easat-2225	163	12	into	into	ADP
easat-2225	163	13	the	the	DET
easat-2225	163	14	utilized	utilize	VERB
easat-2225	163	15	stock	stock	NOUN
easat-2225	163	16	prices	price	NOUN
easat-2225	163	17	to	to	PART
easat-2225	163	18	account	account	VERB
easat-2225	163	19	for	for	ADP
easat-2225	163	20	capitalization	capitalization	NOUN
easat-2225	163	21	changes	change	NOUN
easat-2225	163	22	.	.	PUNCT
easat-2225	164	1	daily	daily	ADJ
easat-2225	164	2	and	and	CCONJ
easat-2225	164	3	monthly	monthly	ADJ
easat-2225	164	4	percentage	percentage	NOUN
easat-2225	164	5	returns	return	NOUN
easat-2225	164	6	on	on	ADP
easat-2225	164	7	the	the	DET
easat-2225	164	8	sample	sample	NOUN
easat-2225	164	9	securities	security	NOUN
easat-2225	164	10	are	be	AUX
easat-2225	164	11	calculated	calculate	VERB
easat-2225	164	12	using	use	VERB
easat-2225	164	13	the	the	DET
easat-2225	164	14	stock	stock	NOUN
easat-2225	164	15	prices	price	NOUN
easat-2225	164	16	.	.	PUNCT
easat-2225	165	1	the	the	DET
easat-2225	165	2	size	size	NOUN
easat-2225	165	3	factor	factor	NOUN
easat-2225	165	4	is	be	AUX
easat-2225	165	5	derived	derive	VERB
easat-2225	165	6	from	from	ADP
easat-2225	165	7	the	the	DET
easat-2225	165	8	market	market	NOUN
easat-2225	165	9	capitalization9	capitalization9	NOUN
easat-2225	165	10	(	(	PUNCT
easat-2225	165	11	mcap	mcap	NOUN
easat-2225	165	12	)	)	PUNCT
easat-2225	165	13	of	of	ADP
easat-2225	165	14	the	the	DET
easat-2225	165	15	securities	security	NOUN
easat-2225	165	16	and	and	CCONJ
easat-2225	165	17	the	the	DET
easat-2225	165	18	value	value	NOUN
easat-2225	165	19	factor	factor	NOUN
easat-2225	165	20	is	be	AUX
easat-2225	165	21	derived	derive	VERB
easat-2225	165	22	from	from	ADP
easat-2225	165	23	the	the	DET
easat-2225	165	24	price	price	NOUN
easat-2225	165	25	to	to	ADP
easat-2225	165	26	book	book	NOUN
easat-2225	165	27	value10	value10	NOUN
easat-2225	165	28	(	(	PUNCT
easat-2225	165	29	p	p	X
easat-2225	165	30	/	/	SYM
easat-2225	165	31	b	b	NOUN
easat-2225	165	32	ratio	ratio	NOUN
easat-2225	165	33	)	)	PUNCT
easat-2225	165	34	.	.	PUNCT
easat-2225	166	1	to	to	PART
easat-2225	166	2	do	do	VERB
easat-2225	166	3	this	this	PRON
easat-2225	166	4	,	,	PUNCT
easat-2225	166	5	we	we	PRON
easat-2225	166	6	utilize	utilize	VERB
easat-2225	166	7	the	the	DET
easat-2225	166	8	mcap	mcap	NOUN
easat-2225	166	9	natural	natural	ADJ
easat-2225	166	10	log	log	NOUN
easat-2225	166	11	and	and	CCONJ
easat-2225	166	12	the	the	DET
easat-2225	166	13	p	p	PROPN
easat-2225	166	14	/	/	SYM
easat-2225	166	15	b	b	NOUN
easat-2225	166	16	ratio	ratio	NOUN
easat-2225	166	17	in	in	ADP
easat-2225	166	18	march	march	PROPN
easat-2225	166	19	of	of	ADP
easat-2225	166	20	year	year	NOUN
easat-2225	166	21	t.	t.	NOUN
easat-2225	166	22	the	the	DET
easat-2225	166	23	momentum	momentum	NOUN
easat-2225	166	24	in	in	ADP
easat-2225	166	25	stock	stock	NOUN
easat-2225	166	26	returns	return	NOUN
easat-2225	166	27	factor	factor	NOUN
easat-2225	166	28	is	be	AUX
easat-2225	166	29	calculated	calculate	VERB
easat-2225	166	30	using	use	VERB
easat-2225	166	31	the	the	DET
easat-2225	166	32	daily	daily	ADJ
easat-2225	166	33	adjusted	adjust	VERB
easat-2225	166	34	closing	closing	NOUN
easat-2225	166	35	share	share	NOUN
easat-2225	166	36	prices	price	NOUN
easat-2225	166	37	of	of	ADP
easat-2225	166	38	the	the	DET
easat-2225	166	39	stocks	stock	NOUN
easat-2225	166	40	comprising	comprise	VERB
easat-2225	166	41	the	the	DET
easat-2225	166	42	bse	bse	NOUN
easat-2225	166	43	500	500	NUM
easat-2225	166	44	index	index	NOUN
easat-2225	166	45	from	from	ADP
easat-2225	166	46	april	april	PROPN
easat-2225	166	47	of	of	ADP
easat-2225	166	48	year	year	NOUN
easat-2225	166	49	t-1	t-1	PROPN
easat-2225	166	50	through	through	ADP
easat-2225	166	51	may	may	PROPN
easat-2225	166	52	of	of	ADP
easat-2225	166	53	year	year	NOUN
easat-2225	166	54	t.	t.	NOUN
easat-2225	166	55	investment	investment	NOUN
easat-2225	166	56	and	and	CCONJ
easat-2225	166	57	profitability	profitability	NOUN
easat-2225	166	58	variables	variable	NOUN
easat-2225	166	59	are	be	AUX
easat-2225	166	60	built	build	VERB
easat-2225	166	61	using	use	VERB
easat-2225	166	62	the	the	DET
easat-2225	166	63	growth	growth	NOUN
easat-2225	166	64	in	in	ADP
easat-2225	166	65	total	total	ADJ
easat-2225	166	66	assets	asset	NOUN
easat-2225	166	67	and	and	CCONJ
easat-2225	166	68	the	the	DET
easat-2225	166	69	profit	profit	NOUN
easat-2225	166	70	after	after	ADP
easat-2225	166	71	tax	tax	NOUN
easat-2225	166	72	divided	divide	VERB
easat-2225	166	73	by	by	ADP
easat-2225	166	74	networth	networth	NOUN
easat-2225	166	75	(	(	PUNCT
easat-2225	166	76	pat	pat	NOUN
easat-2225	166	77	/	/	SYM
easat-2225	166	78	networth	networth	NOUN
easat-2225	166	79	)	)	PUNCT
easat-2225	166	80	at	at	ADP
easat-2225	166	81	the	the	DET
easat-2225	166	82	end	end	NOUN
easat-2225	166	83	of	of	ADP
easat-2225	166	84	march	march	NOUN
easat-2225	166	85	of	of	ADP
easat-2225	166	86	year	year	NOUN
easat-2225	166	87	t.	t.	NOUN
easat-2225	166	88	standard	standard	ADJ
easat-2225	166	89	deviation	deviation	NOUN
easat-2225	166	90	of	of	ADP
easat-2225	166	91	the	the	DET
easat-2225	166	92	total	total	ADJ
easat-2225	166	93	cash	cash	NOUN
easat-2225	166	94	flows11	flows11	NOUN
easat-2225	166	95	over	over	ADP
easat-2225	166	96	the	the	DET
easat-2225	166	97	preceding	precede	VERB
easat-2225	166	98	five	five	NUM
easat-2225	166	99	years	year	NOUN
easat-2225	166	100	is	be	AUX
easat-2225	166	101	used	use	VERB
easat-2225	166	102	to	to	PART
easat-2225	166	103	evaluate	evaluate	VERB
easat-2225	166	104	the	the	DET
easat-2225	166	105	cash	cash	NOUN
easat-2225	166	106	flow	flow	NOUN
easat-2225	166	107	variability	variability	NOUN
easat-2225	166	108	.	.	PUNCT
easat-2225	167	1	yearly	yearly	ADJ
easat-2225	167	2	information	information	NOUN
easat-2225	167	3	on	on	ADP
easat-2225	167	4	mcap	mcap	NOUN
easat-2225	167	5	and	and	CCONJ
easat-2225	167	6	p	p	X
easat-2225	167	7	/	/	SYM
easat-2225	167	8	b	b	NOUN
easat-2225	167	9	ratio	ratio	NOUN
easat-2225	167	10	is	be	AUX
easat-2225	167	11	available	available	ADJ
easat-2225	167	12	only	only	ADV
easat-2225	167	13	as	as	ADP
easat-2225	167	14	of	of	ADP
easat-2225	167	15	march	march	PROPN
easat-2225	167	16	2020	2020	NUM
easat-2225	167	17	and	and	CCONJ
easat-2225	167	18	beyond	beyond	ADV
easat-2225	167	19	;	;	PUNCT
easat-2225	167	20	yearly	yearly	ADJ
easat-2225	167	21	information	information	NOUN
easat-2225	167	22	on	on	ADP
easat-2225	167	23	total	total	ADJ
easat-2225	167	24	assets	asset	NOUN
easat-2225	167	25	for	for	ADP
easat-2225	167	26	investments	investment	NOUN
easat-2225	167	27	is	be	AUX
easat-2225	167	28	obtained	obtain	VERB
easat-2225	167	29	as	as	ADP
easat-2225	167	30	of	of	ADP
easat-2225	167	31	march	march	PROPN
easat-2225	167	32	2002	2002	NUM
easat-2225	167	33	(	(	PUNCT
easat-2225	167	34	to	to	PART
easat-2225	167	35	estimate	estimate	VERB
easat-2225	167	36	annual	annual	ADJ
easat-2225	167	37	growth	growth	NOUN
easat-2225	167	38	)	)	PUNCT
easat-2225	167	39	and	and	CCONJ
easat-2225	167	40	annual	annual	ADJ
easat-2225	167	41	information	information	NOUN
easat-2225	167	42	on	on	ADP
easat-2225	167	43	cash	cash	NOUN
easat-2225	167	44	flows	flow	NOUN
easat-2225	167	45	is	be	AUX
easat-2225	167	46	received	receive	VERB
easat-2225	167	47	as	as	ADP
easat-2225	167	48	of	of	ADP
easat-2225	167	49	march	march	PROPN
easat-2225	167	50	2015	2015	NUM
easat-2225	167	51	(	(	PUNCT
easat-2225	167	52	to	to	PART
easat-2225	167	53	estimate	estimate	VERB
easat-2225	167	54	5	5	NUM
easat-2225	167	55	-	-	PUNCT
easat-2225	167	56	year	year	NOUN
easat-2225	167	57	cash	cash	NOUN
easat-2225	167	58	flow	flow	NOUN
easat-2225	167	59	variability	variability	NOUN
easat-2225	167	60	)	)	PUNCT
easat-2225	167	61	.	.	PUNCT
easat-2225	168	1	the	the	DET
easat-2225	168	2	stock	stock	NOUN
easat-2225	168	3	price	price	NOUN
easat-2225	168	4	data	datum	NOUN
easat-2225	168	5	in	in	ADP
easat-2225	168	6	this	this	DET
easat-2225	168	7	projection	projection	NOUN
easat-2225	168	8	was	be	AUX
easat-2225	168	9	taken	take	VERB
easat-2225	168	10	from	from	ADP
easat-2225	168	11	march	march	PROPN
easat-2225	168	12	2020	2020	NUM
easat-2225	168	13	.	.	PUNCT
easat-2225	169	1	the	the	DET
easat-2225	169	2	cmie	cmie	PROPN
easat-2225	169	3	prowess	prowess	NOUN
easat-2225	169	4	data	datum	NOUN
easat-2225	169	5	set	set	NOUN
easat-2225	169	6	comes	come	VERB
easat-2225	169	7	from	from	ADP
easat-2225	169	8	that	that	DET
easat-2225	169	9	widely	widely	ADV
easat-2225	169	10	used	use	VERB
easat-2225	169	11	piece	piece	NOUN
easat-2225	169	12	of	of	ADP
easat-2225	169	13	financial	financial	ADJ
easat-2225	169	14	software	software	NOUN
easat-2225	169	15	in	in	ADP
easat-2225	169	16	india	india	PROPN
easat-2225	169	17	.	.	PUNCT
easat-2225	170	1	the	the	DET
easat-2225	170	2	daily	daily	ADJ
easat-2225	170	3	and	and	CCONJ
easat-2225	170	4	monthly	monthly	ADJ
easat-2225	170	5	returns	return	NOUN
easat-2225	170	6	on	on	ADP
easat-2225	170	7	the	the	DET
easat-2225	170	8	bond	bond	NOUN
easat-2225	170	9	index	index	NOUN
easat-2225	170	10	also	also	ADV
easat-2225	170	11	factor	factor	VERB
easat-2225	170	12	in	in	ADP
easat-2225	170	13	the	the	DET
easat-2225	170	14	government	government	NOUN
easat-2225	170	15	securities	security	NOUN
easat-2225	170	16	index	index	NOUN
easat-2225	170	17	as	as	SCONJ
easat-2225	170	18	calculated	calculate	VERB
easat-2225	170	19	by	by	ADP
easat-2225	170	20	the	the	DET
easat-2225	170	21	national	national	PROPN
easat-2225	170	22	stock	stock	PROPN
easat-2225	170	23	exchange	exchange	PROPN
easat-2225	170	24	of	of	ADP
easat-2225	170	25	india	india	PROPN
easat-2225	170	26	(	(	PUNCT
easat-2225	170	27	nse	nse	NOUN
easat-2225	170	28	)	)	PUNCT
easat-2225	170	29	.	.	PUNCT
easat-2225	171	1	as	as	ADP
easat-2225	171	2	a	a	DET
easat-2225	171	3	risk	risk	NOUN
easat-2225	171	4	-	-	PUNCT
easat-2225	171	5	free	free	ADJ
easat-2225	171	6	benchmark	benchmark	NOUN
easat-2225	171	7	,	,	PUNCT
easat-2225	171	8	nse	nse	NOUN
easat-2225	171	9	uses	use	VERB
easat-2225	171	10	its	its	PRON
easat-2225	171	11	index	index	NOUN
easat-2225	171	12	of	of	ADP
easat-2225	171	13	yields	yield	NOUN
easat-2225	171	14	on	on	ADP
easat-2225	171	15	treasury	treasury	NOUN
easat-2225	171	16	bills	bill	NOUN
easat-2225	171	17	.	.	PUNCT
easat-2225	172	1	the	the	DET
easat-2225	172	2	nse	nse	NOUN
easat-2225	172	3	website	website	NOUN
easat-2225	172	4	is	be	AUX
easat-2225	172	5	the	the	DET
easat-2225	172	6	source	source	NOUN
easat-2225	172	7	of	of	ADP
easat-2225	172	8	the	the	DET
easat-2225	172	9	information	information	NOUN
easat-2225	172	10	.	.	PUNCT
easat-2225	173	1	4	4	X
easat-2225	173	2	.	.	X
easat-2225	173	3	performance	performance	NOUN
easat-2225	173	4	analysis	analysis	NOUN
easat-2225	173	5	4.1	4.1	NUM
easat-2225	173	6	.	.	PUNCT
easat-2225	173	7	model	model	NOUN
easat-2225	173	8	selection	selection	NOUN
easat-2225	173	9	criteria	criterion	NOUN
easat-2225	173	10	adjusted	adjust	VERB
easat-2225	173	11	r	r	NOUN
easat-2225	173	12	square	square	NOUN
easat-2225	173	13	,	,	PUNCT
easat-2225	173	14	akaike	akaike	ADJ
easat-2225	173	15	information	information	NOUN
easat-2225	173	16	criterion	criterion	NOUN
easat-2225	173	17	,	,	PUNCT
easat-2225	173	18	and	and	CCONJ
easat-2225	173	19	log	log	VERB
easat-2225	173	20	likelihood	likelihood	NOUN
easat-2225	173	21	ratio	ratio	NOUN
easat-2225	173	22	test	test	NOUN
easat-2225	173	23	are	be	AUX
easat-2225	173	24	used	use	VERB
easat-2225	173	25	to	to	PART
easat-2225	173	26	assess	assess	VERB
easat-2225	173	27	the	the	DET
easat-2225	173	28	performance	performance	NOUN
easat-2225	173	29	of	of	ADP
easat-2225	173	30	the	the	DET
easat-2225	173	31	models	model	NOUN
easat-2225	173	32	.	.	PUNCT
easat-2225	174	1	4.2	4.2	NUM
easat-2225	174	2	.	.	PUNCT
easat-2225	175	1	adjusted	adjust	VERB
easat-2225	175	2	r	r	NOUN
easat-2225	175	3	square	square	ADJ
easat-2225	175	4	adjusted	adjust	VERB
easat-2225	175	5	r	r	NOUN
easat-2225	175	6	-	-	PUNCT
easat-2225	175	7	squared	square	VERB
easat-2225	175	8	is	be	AUX
easat-2225	175	9	a	a	DET
easat-2225	175	10	statistical	statistical	ADJ
easat-2225	175	11	measure	measure	NOUN
easat-2225	175	12	that	that	PRON
easat-2225	175	13	assesses	assess	VERB
easat-2225	175	14	the	the	DET
easat-2225	175	15	goodness	goodness	NOUN
easat-2225	175	16	of	of	ADP
easat-2225	175	17	fit	fit	NOUN
easat-2225	175	18	of	of	ADP
easat-2225	175	19	a	a	DET
easat-2225	175	20	regression	regression	NOUN
easat-2225	175	21	model	model	NOUN
easat-2225	175	22	while	while	SCONJ
easat-2225	175	23	accounting	account	VERB
easat-2225	175	24	for	for	ADP
easat-2225	175	25	the	the	DET
easat-2225	175	26	number	number	NOUN
easat-2225	175	27	of	of	ADP
easat-2225	175	28	predictor	predictor	NOUN
easat-2225	175	29	variables	variable	NOUN
easat-2225	175	30	in	in	ADP
easat-2225	175	31	the	the	DET
easat-2225	175	32	model	model	NOUN
easat-2225	175	33	.	.	PUNCT
easat-2225	176	1	it	it	PRON
easat-2225	176	2	is	be	AUX
easat-2225	176	3	an	an	DET
easat-2225	176	4	adjusted	adjusted	ADJ
easat-2225	176	5	version	version	NOUN
easat-2225	176	6	of	of	ADP
easat-2225	176	7	the	the	DET
easat-2225	176	8	traditional	traditional	ADJ
easat-2225	176	9	r	r	NOUN
easat-2225	176	10	-	-	PUNCT
easat-2225	176	11	squared	square	VERB
easat-2225	176	12	and	and	CCONJ
easat-2225	176	13	addresses	address	VERB
easat-2225	176	14	the	the	DET
easat-2225	176	15	issue	issue	NOUN
easat-2225	176	16	of	of	ADP
easat-2225	176	17	overfitting	overfitte	VERB
easat-2225	176	18	.	.	PUNCT
easat-2225	177	1	the	the	DET
easat-2225	177	2	adjusted	adjusted	ADJ
easat-2225	177	3	r	r	NOUN
easat-2225	177	4	-	-	PUNCT
easat-2225	177	5	squared	squared	ADJ
easat-2225	177	6	is	be	AUX
easat-2225	177	7	calculated	calculate	VERB
easat-2225	177	8	using	use	VERB
easat-2225	177	9	the	the	DET
easat-2225	177	10	following	follow	VERB
easat-2225	177	11	formula	formula	NOUN
easat-2225	177	12	:	:	PUNCT
easat-2225	177	13	adjusted	adjust	VERB
easat-2225	177	14	r	r	NOUN
easat-2225	177	15	-	-	PUNCT
easat-2225	177	16	squared	square	VERB
easat-2225	177	17	=	=	PROPN
easat-2225	177	18	1−(1−r2)×n−k−1/	1−(1−r2)×n−k−1/	NUM
easat-2225	177	19	n−1	n−1	PROPN
easat-2225	177	20	where	where	SCONJ
easat-2225	177	21	:	:	PUNCT
easat-2225	177	22	•	•	NUM
easat-2225	177	23	r2	r2	PROPN
easat-2225	177	24	is	be	AUX
easat-2225	177	25	the	the	DET
easat-2225	177	26	coefficient	coefficient	NOUN
easat-2225	177	27	of	of	ADP
easat-2225	177	28	determination	determination	NOUN
easat-2225	177	29	or	or	CCONJ
easat-2225	177	30	the	the	DET
easat-2225	177	31	traditional	traditional	ADJ
easat-2225	177	32	r	r	NOUN
easat-2225	177	33	-	-	PUNCT
easat-2225	177	34	squared	square	VERB
easat-2225	177	35	value	value	NOUN
easat-2225	177	36	.	.	PUNCT
easat-2225	178	1	•	•	NUM
easat-2225	178	2	n	n	PRON
easat-2225	178	3	is	be	AUX
easat-2225	178	4	the	the	DET
easat-2225	178	5	number	number	NOUN
easat-2225	178	6	of	of	ADP
easat-2225	178	7	observations	observation	NOUN
easat-2225	178	8	in	in	ADP
easat-2225	178	9	the	the	DET
easat-2225	178	10	dataset	dataset	NOUN
easat-2225	178	11	.	.	PUNCT
easat-2225	179	1	•	•	NUM
easat-2225	180	1	k	k	X
easat-2225	180	2	is	be	AUX
easat-2225	180	3	the	the	DET
easat-2225	180	4	number	number	NOUN
easat-2225	180	5	of	of	ADP
easat-2225	180	6	predictor	predictor	NOUN
easat-2225	180	7	variables	variable	NOUN
easat-2225	180	8	(	(	PUNCT
easat-2225	180	9	excluding	exclude	VERB
easat-2225	180	10	the	the	DET
easat-2225	180	11	intercept	intercept	NOUN
easat-2225	180	12	)	)	PUNCT
easat-2225	180	13	in	in	ADP
easat-2225	180	14	the	the	DET
easat-2225	180	15	regression	regression	NOUN
easat-2225	180	16	model	model	NOUN
easat-2225	180	17	.	.	PUNCT
easat-2225	181	1	the	the	DET
easat-2225	181	2	adjusted	adjusted	ADJ
easat-2225	181	3	r	r	NOUN
easat-2225	181	4	-	-	PUNCT
easat-2225	181	5	squared	square	VERB
easat-2225	181	6	penalizes	penalize	NOUN
easat-2225	181	7	the	the	DET
easat-2225	181	8	inclusion	inclusion	NOUN
easat-2225	181	9	of	of	ADP
easat-2225	181	10	additional	additional	ADJ
easat-2225	181	11	variables	variable	NOUN
easat-2225	181	12	in	in	ADP
easat-2225	181	13	the	the	DET
easat-2225	181	14	model	model	NOUN
easat-2225	181	15	,	,	PUNCT
easat-2225	181	16	as	as	SCONJ
easat-2225	181	17	it	it	PRON
easat-2225	181	18	accounts	account	VERB
easat-2225	181	19	for	for	ADP
easat-2225	181	20	the	the	DET
easat-2225	181	21	degrees	degree	NOUN
easat-2225	181	22	of	of	ADP
easat-2225	181	23	freedom	freedom	NOUN
easat-2225	181	24	lost	lose	VERB
easat-2225	181	25	due	due	ADP
easat-2225	181	26	to	to	ADP
easat-2225	181	27	the	the	DET
easat-2225	181	28	addition	addition	NOUN
easat-2225	181	29	of	of	ADP
easat-2225	181	30	predictors	predictor	NOUN
easat-2225	181	31	.	.	PUNCT
easat-2225	182	1	it	it	PRON
easat-2225	182	2	adjusts	adjust	VERB
easat-2225	182	3	the	the	DET
easat-2225	182	4	r	r	NOUN
easat-2225	182	5	-	-	PUNCT
easat-2225	182	6	squared	square	VERB
easat-2225	182	7	value	value	NOUN
easat-2225	182	8	downward	downward	ADV
easat-2225	182	9	if	if	SCONJ
easat-2225	182	10	the	the	DET
easat-2225	182	11	added	add	VERB
easat-2225	182	12	predictors	predictor	NOUN
easat-2225	182	13	do	do	AUX
easat-2225	182	14	not	not	PART
easat-2225	182	15	sufficiently	sufficiently	ADV
easat-2225	182	16	improve	improve	VERB
easat-2225	182	17	the	the	DET
easat-2225	182	18	model	model	NOUN
easat-2225	182	19	's	's	PART
easat-2225	182	20	fit	fit	NOUN
easat-2225	182	21	.	.	PUNCT
easat-2225	183	1	a	a	DET
easat-2225	183	2	higher	higher	ADV
easat-2225	183	3	adjusted	adjust	VERB
easat-2225	183	4	r	r	NOUN
easat-2225	183	5	-	-	PUNCT
easat-2225	183	6	squared	squared	ADJ
easat-2225	183	7	indicates	indicate	VERB
easat-2225	183	8	a	a	DET
easat-2225	183	9	better	well	ADJ
easat-2225	183	10	fit	fit	NOUN
easat-2225	183	11	of	of	ADP
easat-2225	183	12	the	the	DET
easat-2225	183	13	model	model	NOUN
easat-2225	183	14	,	,	PUNCT
easat-2225	183	15	taking	take	VERB
easat-2225	183	16	into	into	ADP
easat-2225	183	17	account	account	NOUN
easat-2225	183	18	the	the	DET
easat-2225	183	19	number	number	NOUN
easat-2225	183	20	of	of	ADP
easat-2225	183	21	predictors	predictor	NOUN
easat-2225	183	22	.	.	PUNCT
easat-2225	184	1	it	it	PRON
easat-2225	184	2	provides	provide	VERB
easat-2225	184	3	a	a	DET
easat-2225	184	4	more	more	ADV
easat-2225	184	5	conservative	conservative	ADJ
easat-2225	184	6	assessment	assessment	NOUN
easat-2225	184	7	of	of	ADP
easat-2225	184	8	the	the	DET
easat-2225	184	9	model	model	NOUN
easat-2225	184	10	's	's	PART
easat-2225	184	11	explanatory	explanatory	ADJ
easat-2225	184	12	power	power	NOUN
easat-2225	184	13	,	,	PUNCT
easat-2225	184	14	helping	help	VERB
easat-2225	184	15	to	to	PART
easat-2225	184	16	mitigate	mitigate	VERB
easat-2225	184	17	the	the	DET
easat-2225	184	18	risk	risk	NOUN
easat-2225	184	19	of	of	ADP
easat-2225	184	20	overfitting	overfitte	VERB
easat-2225	184	21	by	by	ADP
easat-2225	184	22	discouraging	discourage	VERB
easat-2225	184	23	the	the	DET
easat-2225	184	24	inclusion	inclusion	NOUN
easat-2225	184	25	of	of	ADP
easat-2225	184	26	unnecessary	unnecessary	ADJ
easat-2225	184	27	variables	variable	NOUN
easat-2225	184	28	.	.	PUNCT
easat-2225	185	1	1225	1225	NUM
easat-2225	185	2	edelweiss	edelweiss	PROPN
easat-2225	185	3	applied	apply	VERB
easat-2225	185	4	science	science	NOUN
easat-2225	185	5	and	and	CCONJ
easat-2225	185	6	technology	technology	NOUN
easat-2225	185	7	issn	issn	PROPN
easat-2225	185	8	:	:	PUNCT
easat-2225	185	9	2576	2576	NUM
easat-2225	185	10	-	-	SYM
easat-2225	185	11	8484	8484	NUM
easat-2225	185	12	vol	vol	NOUN
easat-2225	185	13	.	.	PROPN
easat-2225	185	14	8	8	NUM
easat-2225	185	15	,	,	PUNCT
easat-2225	185	16	no	no	INTJ
easat-2225	185	17	.	.	NOUN
easat-2225	186	1	6	6	NUM
easat-2225	186	2	:	:	SYM
easat-2225	186	3	1219	1219	NUM
easat-2225	186	4	-	-	SYM
easat-2225	186	5	1227	1227	NUM
easat-2225	186	6	,	,	PUNCT
easat-2225	186	7	2024	2024	NUM
easat-2225	186	8	doi	doi	NOUN
easat-2225	186	9	:	:	PUNCT
easat-2225	186	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	187	1	©	©	ADP
easat-2225	187	2	2024	2024	NUM
easat-2225	187	3	by	by	ADP
easat-2225	187	4	the	the	DET
easat-2225	187	5	authors	author	NOUN
easat-2225	187	6	;	;	PUNCT
easat-2225	187	7	licensee	licensee	PROPN
easat-2225	187	8	learning	learning	NOUN
easat-2225	187	9	gate	gate	NOUN
easat-2225	187	10	4.3	4.3	NUM
easat-2225	187	11	.	.	PUNCT
easat-2225	188	1	akaike	akaike	ADJ
easat-2225	188	2	information	information	NOUN
easat-2225	188	3	criterion	criterion	NOUN
easat-2225	188	4	the	the	DET
easat-2225	188	5	akaike	akaike	ADJ
easat-2225	188	6	information	information	NOUN
easat-2225	188	7	criterion	criterion	NOUN
easat-2225	188	8	(	(	PUNCT
easat-2225	188	9	aic	aic	PROPN
easat-2225	188	10	)	)	PUNCT
easat-2225	188	11	is	be	AUX
easat-2225	188	12	a	a	DET
easat-2225	188	13	measure	measure	NOUN
easat-2225	188	14	that	that	PRON
easat-2225	188	15	evaluates	evaluate	VERB
easat-2225	188	16	the	the	DET
easat-2225	188	17	goodness	goodness	NOUN
easat-2225	188	18	of	of	ADP
easat-2225	188	19	fit	fit	NOUN
easat-2225	188	20	of	of	ADP
easat-2225	188	21	a	a	DET
easat-2225	188	22	statistical	statistical	ADJ
easat-2225	188	23	model	model	NOUN
easat-2225	188	24	while	while	SCONJ
easat-2225	188	25	penalizing	penalize	VERB
easat-2225	188	26	for	for	ADP
easat-2225	188	27	model	model	NOUN
easat-2225	188	28	complexity	complexity	NOUN
easat-2225	188	29	.	.	PUNCT
easat-2225	189	1	it	it	PRON
easat-2225	189	2	takes	take	VERB
easat-2225	189	3	into	into	ADP
easat-2225	189	4	account	account	NOUN
easat-2225	189	5	both	both	CCONJ
easat-2225	189	6	the	the	DET
easat-2225	189	7	model	model	NOUN
easat-2225	189	8	's	's	PART
easat-2225	189	9	goodness	goodness	NOUN
easat-2225	189	10	of	of	ADP
easat-2225	189	11	fit	fit	NOUN
easat-2225	189	12	and	and	CCONJ
easat-2225	189	13	the	the	DET
easat-2225	189	14	number	number	NOUN
easat-2225	189	15	of	of	ADP
easat-2225	189	16	parameters	parameter	NOUN
easat-2225	189	17	in	in	ADP
easat-2225	189	18	the	the	DET
easat-2225	189	19	model	model	NOUN
easat-2225	189	20	.	.	PUNCT
easat-2225	190	1	the	the	DET
easat-2225	190	2	formula	formula	NOUN
easat-2225	190	3	for	for	ADP
easat-2225	190	4	aic	aic	PROPN
easat-2225	190	5	is	be	AUX
easat-2225	190	6	as	as	SCONJ
easat-2225	190	7	follows	follow	VERB
easat-2225	190	8	:	:	PUNCT
easat-2225	190	9	aic=−2×ln(l)+2×k	aic=−2×ln(l)+2×k	INTJ
easat-2225	190	10	where	where	SCONJ
easat-2225	190	11	:	:	PUNCT
easat-2225	190	12	•	•	NUM
easat-2225	190	13	ln(l	ln(l	NUM
easat-2225	190	14	)	)	PUNCT
easat-2225	190	15	is	be	AUX
easat-2225	190	16	the	the	DET
easat-2225	190	17	natural	natural	ADJ
easat-2225	190	18	logarithm	logarithm	NOUN
easat-2225	190	19	of	of	ADP
easat-2225	190	20	the	the	DET
easat-2225	190	21	likelihood	likelihood	NOUN
easat-2225	190	22	function	function	NOUN
easat-2225	190	23	of	of	ADP
easat-2225	190	24	the	the	DET
easat-2225	190	25	model	model	NOUN
easat-2225	190	26	,	,	PUNCT
easat-2225	190	27	which	which	PRON
easat-2225	190	28	measures	measure	VERB
easat-2225	190	29	how	how	SCONJ
easat-2225	190	30	well	well	ADV
easat-2225	190	31	the	the	DET
easat-2225	190	32	model	model	NOUN
easat-2225	190	33	fits	fit	VERB
easat-2225	190	34	the	the	DET
easat-2225	190	35	data	datum	NOUN
easat-2225	190	36	.	.	PUNCT
easat-2225	191	1	•	•	NUM
easat-2225	192	1	k	k	X
easat-2225	192	2	is	be	AUX
easat-2225	192	3	the	the	DET
easat-2225	192	4	number	number	NOUN
easat-2225	192	5	of	of	ADP
easat-2225	192	6	parameters	parameter	NOUN
easat-2225	192	7	(	(	PUNCT
easat-2225	192	8	or	or	CCONJ
easat-2225	192	9	predictors	predictor	NOUN
easat-2225	192	10	)	)	PUNCT
easat-2225	192	11	in	in	ADP
easat-2225	192	12	the	the	DET
easat-2225	192	13	model	model	NOUN
easat-2225	192	14	.	.	PUNCT
easat-2225	193	1	the	the	DET
easat-2225	193	2	aic	aic	PROPN
easat-2225	193	3	is	be	AUX
easat-2225	193	4	derived	derive	VERB
easat-2225	193	5	from	from	ADP
easat-2225	193	6	information	information	NOUN
easat-2225	193	7	theory	theory	NOUN
easat-2225	193	8	and	and	CCONJ
easat-2225	193	9	provides	provide	VERB
easat-2225	193	10	a	a	DET
easat-2225	193	11	trade	trade	NOUN
easat-2225	193	12	-	-	PUNCT
easat-2225	193	13	off	off	NOUN
easat-2225	193	14	between	between	ADP
easat-2225	193	15	model	model	NOUN
easat-2225	193	16	fit	fit	ADJ
easat-2225	193	17	and	and	CCONJ
easat-2225	193	18	complexity	complexity	NOUN
easat-2225	193	19	.	.	PUNCT
easat-2225	194	1	the	the	DET
easat-2225	194	2	aic	aic	PROPN
easat-2225	194	3	penalizes	penalizes	PROPN
easat-2225	194	4	models	model	NOUN
easat-2225	194	5	with	with	ADP
easat-2225	194	6	a	a	DET
easat-2225	194	7	larger	large	ADJ
easat-2225	194	8	number	number	NOUN
easat-2225	194	9	of	of	ADP
easat-2225	194	10	parameters	parameter	NOUN
easat-2225	194	11	,	,	PUNCT
easat-2225	194	12	discouraging	discourage	VERB
easat-2225	194	13	overfitting	overfitte	VERB
easat-2225	194	14	and	and	CCONJ
easat-2225	194	15	selecting	selecting	NOUN
easat-2225	194	16	models	model	NOUN
easat-2225	194	17	that	that	PRON
easat-2225	194	18	strike	strike	VERB
easat-2225	194	19	a	a	DET
easat-2225	194	20	balance	balance	NOUN
easat-2225	194	21	between	between	ADP
easat-2225	194	22	goodness	goodness	NOUN
easat-2225	194	23	of	of	ADP
easat-2225	194	24	fit	fit	ADJ
easat-2225	194	25	and	and	CCONJ
easat-2225	194	26	simplicity	simplicity	NOUN
easat-2225	194	27	.	.	PUNCT
easat-2225	195	1	when	when	SCONJ
easat-2225	195	2	comparing	compare	VERB
easat-2225	195	3	multiple	multiple	ADJ
easat-2225	195	4	models	model	NOUN
easat-2225	195	5	,	,	PUNCT
easat-2225	195	6	the	the	DET
easat-2225	195	7	model	model	NOUN
easat-2225	195	8	with	with	ADP
easat-2225	195	9	the	the	DET
easat-2225	195	10	lowest	low	ADJ
easat-2225	195	11	aic	aic	PROPN
easat-2225	195	12	is	be	AUX
easat-2225	195	13	generally	generally	ADV
easat-2225	195	14	preferred	preferred	ADJ
easat-2225	195	15	as	as	SCONJ
easat-2225	195	16	it	it	PRON
easat-2225	195	17	indicates	indicate	VERB
easat-2225	195	18	the	the	DET
easat-2225	195	19	best	good	ADJ
easat-2225	195	20	balance	balance	NOUN
easat-2225	195	21	between	between	ADP
easat-2225	195	22	goodness	goodness	NOUN
easat-2225	195	23	of	of	ADP
easat-2225	195	24	fit	fit	ADJ
easat-2225	195	25	and	and	CCONJ
easat-2225	195	26	complexity	complexity	NOUN
easat-2225	195	27	.	.	PUNCT
easat-2225	196	1	a	a	DET
easat-2225	196	2	lower	low	ADJ
easat-2225	196	3	aic	aic	PROPN
easat-2225	196	4	value	value	NOUN
easat-2225	196	5	suggests	suggest	VERB
easat-2225	196	6	a	a	DET
easat-2225	196	7	betterfitting	betterfitting	NOUN
easat-2225	196	8	model	model	NOUN
easat-2225	196	9	that	that	PRON
easat-2225	196	10	explains	explain	VERB
easat-2225	196	11	the	the	DET
easat-2225	196	12	data	datum	NOUN
easat-2225	196	13	well	well	ADV
easat-2225	196	14	with	with	ADP
easat-2225	196	15	fewer	few	ADJ
easat-2225	196	16	parameters	parameter	NOUN
easat-2225	196	17	.	.	PUNCT
easat-2225	197	1	4.4	4.4	NUM
easat-2225	197	2	.	.	PUNCT
easat-2225	198	1	log	log	PROPN
easat-2225	198	2	likelihood	likelihood	NOUN
easat-2225	198	3	ratio	ratio	NOUN
easat-2225	198	4	test	test	NOUN
easat-2225	198	5	the	the	DET
easat-2225	198	6	log	log	NOUN
easat-2225	198	7	-	-	PUNCT
easat-2225	198	8	likelihood	likelihood	NOUN
easat-2225	198	9	ratio	ratio	NOUN
easat-2225	198	10	test	test	NOUN
easat-2225	198	11	(	(	PUNCT
easat-2225	198	12	llrt	llrt	ADJ
easat-2225	198	13	)	)	PUNCT
easat-2225	198	14	is	be	AUX
easat-2225	198	15	a	a	DET
easat-2225	198	16	statistical	statistical	ADJ
easat-2225	198	17	test	test	NOUN
easat-2225	198	18	used	use	VERB
easat-2225	198	19	to	to	PART
easat-2225	198	20	compare	compare	VERB
easat-2225	198	21	the	the	DET
easat-2225	198	22	fit	fit	NOUN
easat-2225	198	23	of	of	ADP
easat-2225	198	24	two	two	NUM
easat-2225	198	25	nested	nested	ADJ
easat-2225	198	26	models	model	NOUN
easat-2225	198	27	,	,	PUNCT
easat-2225	198	28	where	where	SCONJ
easat-2225	198	29	one	one	NUM
easat-2225	198	30	model	model	NOUN
easat-2225	198	31	is	be	AUX
easat-2225	198	32	a	a	DET
easat-2225	198	33	restricted	restricted	ADJ
easat-2225	198	34	version	version	NOUN
easat-2225	198	35	of	of	ADP
easat-2225	198	36	the	the	DET
easat-2225	198	37	other	other	ADJ
easat-2225	198	38	.	.	PUNCT
easat-2225	199	1	the	the	DET
easat-2225	199	2	llrt	llrt	ADJ
easat-2225	199	3	assesses	assesse	NOUN
easat-2225	199	4	whether	whether	SCONJ
easat-2225	199	5	the	the	DET
easat-2225	199	6	inclusion	inclusion	NOUN
easat-2225	199	7	of	of	ADP
easat-2225	199	8	additional	additional	ADJ
easat-2225	199	9	parameters	parameter	NOUN
easat-2225	199	10	in	in	ADP
easat-2225	199	11	the	the	DET
easat-2225	199	12	more	more	ADV
easat-2225	199	13	complex	complex	ADJ
easat-2225	199	14	model	model	NOUN
easat-2225	199	15	significantly	significantly	ADV
easat-2225	199	16	improves	improve	VERB
easat-2225	199	17	the	the	DET
easat-2225	199	18	fit	fit	NOUN
easat-2225	199	19	compared	compare	VERB
easat-2225	199	20	to	to	ADP
easat-2225	199	21	the	the	DET
easat-2225	199	22	simpler	simple	ADJ
easat-2225	199	23	model	model	NOUN
easat-2225	199	24	.	.	PUNCT
easat-2225	200	1	the	the	DET
easat-2225	200	2	llrt	llrt	ADJ
easat-2225	200	3	is	be	AUX
easat-2225	200	4	based	base	VERB
easat-2225	200	5	on	on	ADP
easat-2225	200	6	the	the	DET
easat-2225	200	7	difference	difference	NOUN
easat-2225	200	8	in	in	ADP
easat-2225	200	9	the	the	DET
easat-2225	200	10	log	log	NOUN
easat-2225	200	11	-	-	PUNCT
easat-2225	200	12	likelihoods	likelihood	NOUN
easat-2225	200	13	of	of	ADP
easat-2225	200	14	the	the	DET
easat-2225	200	15	two	two	NUM
easat-2225	200	16	models	model	NOUN
easat-2225	200	17	and	and	CCONJ
easat-2225	200	18	follows	follow	VERB
easat-2225	200	19	a	a	DET
easat-2225	200	20	chisquared	chisquared	ADJ
easat-2225	200	21	distribution	distribution	NOUN
easat-2225	200	22	under	under	ADP
easat-2225	200	23	certain	certain	ADJ
easat-2225	200	24	assumptions	assumption	NOUN
easat-2225	200	25	.	.	PUNCT
easat-2225	201	1	the	the	DET
easat-2225	201	2	formula	formula	NOUN
easat-2225	201	3	for	for	ADP
easat-2225	201	4	the	the	DET
easat-2225	201	5	llrt	llrt	ADJ
easat-2225	201	6	is	be	AUX
easat-2225	201	7	as	as	SCONJ
easat-2225	201	8	follows	follow	VERB
easat-2225	201	9	:	:	PUNCT
easat-2225	201	10	llrt=−2×(ln(l0)−ln(l1	llrt=−2×(ln(l0)−ln(l1	PROPN
easat-2225	201	11	)	)	PUNCT
easat-2225	201	12	)	)	PUNCT
easat-2225	202	1	where	where	SCONJ
easat-2225	202	2	:	:	PUNCT
easat-2225	202	3	•	•	NUM
easat-2225	202	4	ln(l0	ln(l0	NOUN
easat-2225	202	5	)	)	PUNCT
easat-2225	202	6	is	be	AUX
easat-2225	202	7	the	the	DET
easat-2225	202	8	log	log	NOUN
easat-2225	202	9	-	-	PUNCT
easat-2225	202	10	likelihood	likelihood	NOUN
easat-2225	202	11	of	of	ADP
easat-2225	202	12	the	the	DET
easat-2225	202	13	simpler	simple	ADJ
easat-2225	202	14	model	model	NOUN
easat-2225	202	15	(	(	PUNCT
easat-2225	202	16	null	null	ADJ
easat-2225	202	17	hypothesis	hypothesis	NOUN
easat-2225	202	18	)	)	PUNCT
easat-2225	202	19	.	.	PUNCT
easat-2225	203	1	•	•	NUM
easat-2225	203	2	ln(l1	ln(l1	PROPN
easat-2225	203	3	)	)	PUNCT
easat-2225	203	4	is	be	AUX
easat-2225	203	5	the	the	DET
easat-2225	203	6	log	log	NOUN
easat-2225	203	7	-	-	PUNCT
easat-2225	203	8	likelihood	likelihood	NOUN
easat-2225	203	9	of	of	ADP
easat-2225	203	10	the	the	DET
easat-2225	203	11	more	more	ADV
easat-2225	203	12	complex	complex	ADJ
easat-2225	203	13	model	model	NOUN
easat-2225	203	14	(	(	PUNCT
easat-2225	203	15	alternative	alternative	ADJ
easat-2225	203	16	hypothesis	hypothesis	NOUN
easat-2225	203	17	)	)	PUNCT
easat-2225	203	18	.	.	PUNCT
easat-2225	204	1	the	the	DET
easat-2225	204	2	llrt	llrt	ADJ
easat-2225	204	3	calculates	calculate	NOUN
easat-2225	204	4	the	the	DET
easat-2225	204	5	difference	difference	NOUN
easat-2225	204	6	in	in	ADP
easat-2225	204	7	the	the	DET
easat-2225	204	8	log	log	NOUN
easat-2225	204	9	-	-	PUNCT
easat-2225	204	10	likelihoods	likelihood	NOUN
easat-2225	204	11	of	of	ADP
easat-2225	204	12	the	the	DET
easat-2225	204	13	two	two	NUM
easat-2225	204	14	models	model	NOUN
easat-2225	204	15	and	and	CCONJ
easat-2225	204	16	multiplies	multiplie	NOUN
easat-2225	204	17	it	it	PRON
easat-2225	204	18	by	by	ADP
easat-2225	204	19	-2	-2	NOUN
easat-2225	204	20	to	to	PART
easat-2225	204	21	obtain	obtain	VERB
easat-2225	204	22	a	a	DET
easat-2225	204	23	test	test	NOUN
easat-2225	204	24	statistic	statistic	NOUN
easat-2225	204	25	.	.	PUNCT
easat-2225	205	1	this	this	DET
easat-2225	205	2	test	test	NOUN
easat-2225	205	3	statistic	statistic	NOUN
easat-2225	205	4	is	be	AUX
easat-2225	205	5	then	then	ADV
easat-2225	205	6	compared	compare	VERB
easat-2225	205	7	to	to	ADP
easat-2225	205	8	the	the	DET
easat-2225	205	9	chi	chi	NOUN
easat-2225	205	10	-	-	PUNCT
easat-2225	205	11	squared	square	VERB
easat-2225	205	12	distribution	distribution	NOUN
easat-2225	205	13	with	with	ADP
easat-2225	205	14	degrees	degree	NOUN
easat-2225	205	15	of	of	ADP
easat-2225	205	16	freedom	freedom	NOUN
easat-2225	205	17	equal	equal	ADJ
easat-2225	205	18	to	to	ADP
easat-2225	205	19	the	the	DET
easat-2225	205	20	difference	difference	NOUN
easat-2225	205	21	in	in	ADP
easat-2225	205	22	the	the	DET
easat-2225	205	23	number	number	NOUN
easat-2225	205	24	of	of	ADP
easat-2225	205	25	parameters	parameter	NOUN
easat-2225	205	26	between	between	ADP
easat-2225	205	27	the	the	DET
easat-2225	205	28	two	two	NUM
easat-2225	205	29	models	model	NOUN
easat-2225	205	30	.	.	PUNCT
easat-2225	206	1	if	if	SCONJ
easat-2225	206	2	the	the	DET
easat-2225	206	3	llrt	llrt	ADJ
easat-2225	206	4	test	test	NOUN
easat-2225	206	5	statistic	statistic	NOUN
easat-2225	206	6	is	be	AUX
easat-2225	206	7	larger	large	ADJ
easat-2225	206	8	than	than	ADP
easat-2225	206	9	the	the	DET
easat-2225	206	10	critical	critical	ADJ
easat-2225	206	11	value	value	NOUN
easat-2225	206	12	from	from	ADP
easat-2225	206	13	the	the	DET
easat-2225	206	14	chi	chi	NOUN
easat-2225	206	15	-	-	PUNCT
easat-2225	206	16	squared	square	VERB
easat-2225	206	17	distribution	distribution	NOUN
easat-2225	206	18	at	at	ADP
easat-2225	206	19	a	a	DET
easat-2225	206	20	given	give	VERB
easat-2225	206	21	significance	significance	NOUN
easat-2225	206	22	level	level	NOUN
easat-2225	206	23	,	,	PUNCT
easat-2225	206	24	it	it	PRON
easat-2225	206	25	suggests	suggest	VERB
easat-2225	206	26	that	that	SCONJ
easat-2225	206	27	the	the	DET
easat-2225	206	28	more	more	ADV
easat-2225	206	29	complex	complex	ADJ
easat-2225	206	30	model	model	NOUN
easat-2225	206	31	provides	provide	VERB
easat-2225	206	32	a	a	DET
easat-2225	206	33	significantly	significantly	ADV
easat-2225	206	34	better	well	ADV
easat-2225	206	35	fit	fit	ADJ
easat-2225	206	36	to	to	ADP
easat-2225	206	37	the	the	DET
easat-2225	206	38	data	datum	NOUN
easat-2225	206	39	compared	compare	VERB
easat-2225	206	40	to	to	ADP
easat-2225	206	41	the	the	DET
easat-2225	206	42	simpler	simple	ADJ
easat-2225	206	43	model	model	NOUN
easat-2225	206	44	.	.	PUNCT
easat-2225	207	1	in	in	ADP
easat-2225	207	2	such	such	ADJ
easat-2225	207	3	cases	case	NOUN
easat-2225	207	4	,	,	PUNCT
easat-2225	207	5	one	one	PRON
easat-2225	207	6	can	can	AUX
easat-2225	207	7	reject	reject	VERB
easat-2225	207	8	the	the	DET
easat-2225	207	9	null	null	ADJ
easat-2225	207	10	hypothesis	hypothesis	NOUN
easat-2225	207	11	in	in	ADP
easat-2225	207	12	favor	favor	NOUN
easat-2225	207	13	of	of	ADP
easat-2225	207	14	the	the	DET
easat-2225	207	15	alternative	alternative	ADJ
easat-2225	207	16	hypothesis	hypothesis	NOUN
easat-2225	207	17	,	,	PUNCT
easat-2225	207	18	indicating	indicate	VERB
easat-2225	207	19	that	that	SCONJ
easat-2225	207	20	the	the	DET
easat-2225	207	21	additional	additional	ADJ
easat-2225	207	22	parameters	parameter	NOUN
easat-2225	207	23	in	in	ADP
easat-2225	207	24	the	the	DET
easat-2225	207	25	more	more	ADV
easat-2225	207	26	complex	complex	ADJ
easat-2225	207	27	model	model	NOUN
easat-2225	207	28	are	be	AUX
easat-2225	207	29	necessary	necessary	ADJ
easat-2225	207	30	.	.	PUNCT
easat-2225	208	1	4.5	4.5	NUM
easat-2225	208	2	.	.	PUNCT
easat-2225	208	3	model	model	NOUN
easat-2225	208	4	evaluation	evaluation	NOUN
easat-2225	208	5	the	the	DET
easat-2225	208	6	research	research	NOUN
easat-2225	208	7	compares	compare	VERB
easat-2225	208	8	the	the	DET
easat-2225	208	9	relative	relative	ADJ
easat-2225	208	10	performance	performance	NOUN
easat-2225	208	11	of	of	ADP
easat-2225	208	12	several	several	ADJ
easat-2225	208	13	alternative	alternative	ADJ
easat-2225	208	14	asset	asset	NOUN
easat-2225	208	15	pricing	pricing	NOUN
easat-2225	208	16	model	model	NOUN
easat-2225	208	17	performance	performance	NOUN
easat-2225	208	18	standards	standard	NOUN
easat-2225	208	19	.	.	PUNCT
easat-2225	209	1	in	in	ADP
easat-2225	209	2	other	other	ADJ
easat-2225	209	3	words	word	NOUN
easat-2225	209	4	,	,	PUNCT
easat-2225	209	5	the	the	DET
easat-2225	209	6	goal	goal	NOUN
easat-2225	209	7	of	of	ADP
easat-2225	209	8	this	this	DET
easat-2225	209	9	research	research	NOUN
easat-2225	209	10	is	be	AUX
easat-2225	209	11	to	to	PART
easat-2225	209	12	determine	determine	VERB
easat-2225	209	13	what	what	PRON
easat-2225	209	14	measure	measure	NOUN
easat-2225	209	15	of	of	ADP
easat-2225	209	16	performance	performance	NOUN
easat-2225	209	17	is	be	AUX
easat-2225	209	18	most	most	ADV
easat-2225	209	19	appropriate	appropriate	ADJ
easat-2225	209	20	for	for	ADP
easat-2225	209	21	use	use	NOUN
easat-2225	209	22	in	in	ADP
easat-2225	209	23	assessing	assess	VERB
easat-2225	209	24	the	the	DET
easat-2225	209	25	selectivity	selectivity	NOUN
easat-2225	209	26	abilities	ability	NOUN
easat-2225	209	27	of	of	ADP
easat-2225	209	28	mutual	mutual	ADJ
easat-2225	209	29	funds	fund	NOUN
easat-2225	209	30	in	in	ADP
easat-2225	209	31	an	an	DET
easat-2225	209	32	unconditional	unconditional	ADJ
easat-2225	209	33	context	context	NOUN
easat-2225	209	34	.	.	PUNCT
easat-2225	210	1	panel	panel	NOUN
easat-2225	210	2	a	a	PRON
easat-2225	210	3	contains	contain	VERB
easat-2225	210	4	daily	daily	ADJ
easat-2225	210	5	data	datum	NOUN
easat-2225	210	6	,	,	PUNCT
easat-2225	210	7	whereas	whereas	SCONJ
easat-2225	210	8	panel	panel	NOUN
easat-2225	210	9	b	b	PROPN
easat-2225	210	10	contains	contain	VERB
easat-2225	210	11	monthly	monthly	ADJ
easat-2225	210	12	data	datum	NOUN
easat-2225	210	13	,	,	PUNCT
easat-2225	210	14	and	and	CCONJ
easat-2225	210	15	the	the	DET
easat-2225	210	16	average	average	ADJ
easat-2225	210	17	values	value	NOUN
easat-2225	210	18	of	of	ADP
easat-2225	210	19	adjusted	adjusted	ADJ
easat-2225	210	20	r	r	NOUN
easat-2225	210	21	square	square	NOUN
easat-2225	210	22	,	,	PUNCT
easat-2225	210	23	aic	aic	PROPN
easat-2225	210	24	,	,	PUNCT
easat-2225	210	25	and	and	CCONJ
easat-2225	210	26	log	log	VERB
easat-2225	210	27	l	l	PROPN
easat-2225	210	28	of	of	ADP
easat-2225	210	29	time	time	NOUN
easat-2225	210	30	series	series	NOUN
easat-2225	210	31	regressions	regression	NOUN
easat-2225	210	32	for	for	ADP
easat-2225	210	33	sample	sample	NOUN
easat-2225	210	34	mutual	mutual	ADJ
easat-2225	210	35	fund	fund	NOUN
easat-2225	210	36	schemes	scheme	NOUN
easat-2225	210	37	for	for	ADP
easat-2225	210	38	the	the	DET
easat-2225	210	39	whole	whole	ADJ
easat-2225	210	40	period	period	NOUN
easat-2225	210	41	are	be	AUX
easat-2225	210	42	shown	show	VERB
easat-2225	210	43	in	in	ADP
easat-2225	210	44	table	table	NOUN
easat-2225	210	45	1	1	NUM
easat-2225	210	46	.	.	SYM
easat-2225	210	47	1226	1226	NUM
easat-2225	210	48	edelweiss	edelweiss	PROPN
easat-2225	210	49	applied	apply	VERB
easat-2225	210	50	science	science	NOUN
easat-2225	210	51	and	and	CCONJ
easat-2225	210	52	technology	technology	NOUN
easat-2225	210	53	issn	issn	PROPN
easat-2225	210	54	:	:	PUNCT
easat-2225	210	55	2576	2576	NUM
easat-2225	210	56	-	-	SYM
easat-2225	210	57	8484	8484	NUM
easat-2225	210	58	vol	vol	NOUN
easat-2225	210	59	.	.	PROPN
easat-2225	211	1	8	8	NUM
easat-2225	211	2	,	,	PUNCT
easat-2225	211	3	no	no	INTJ
easat-2225	211	4	.	.	NOUN
easat-2225	212	1	6	6	NUM
easat-2225	212	2	:	:	SYM
easat-2225	212	3	1219	1219	NUM
easat-2225	212	4	-	-	SYM
easat-2225	212	5	1227	1227	NUM
easat-2225	212	6	,	,	PUNCT
easat-2225	212	7	2024	2024	NUM
easat-2225	212	8	doi	doi	NOUN
easat-2225	212	9	:	:	PUNCT
easat-2225	212	10	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	213	1	©	©	ADP
easat-2225	213	2	2024	2024	NUM
easat-2225	213	3	by	by	ADP
easat-2225	213	4	the	the	DET
easat-2225	213	5	authors	author	NOUN
easat-2225	213	6	;	;	PUNCT
easat-2225	213	7	licensee	licensee	PROPN
easat-2225	213	8	learning	learn	VERB
easat-2225	213	9	gate	gate	NOUN
easat-2225	213	10	table	table	NOUN
easat-2225	213	11	1	1	NUM
easat-2225	213	12	.	.	PUNCT
easat-2225	214	1	performance	performance	NOUN
easat-2225	214	2	analysis	analysis	NOUN
easat-2225	214	3	.	.	PUNCT
easat-2225	215	1	daily	daily	ADJ
easat-2225	215	2	data	datum	NOUN
easat-2225	215	3	shows	show	VERB
easat-2225	215	4	that	that	SCONJ
easat-2225	215	5	the	the	DET
easat-2225	215	6	elton	elton	PROPN
easat-2225	215	7	model	model	NOUN
easat-2225	215	8	has	have	VERB
easat-2225	215	9	the	the	DET
easat-2225	215	10	greatest	great	ADJ
easat-2225	215	11	average	average	ADJ
easat-2225	215	12	adjusted	adjust	VERB
easat-2225	215	13	r	r	NOUN
easat-2225	215	14	square	square	NOUN
easat-2225	215	15	,	,	PUNCT
easat-2225	215	16	at	at	ADP
easat-2225	215	17	0.82	0.82	NUM
easat-2225	215	18	.	.	PUNCT
easat-2225	216	1	both	both	CCONJ
easat-2225	216	2	the	the	DET
easat-2225	216	3	ff5f	ff5f	PROPN
easat-2225	216	4	and	and	CCONJ
easat-2225	216	5	the	the	DET
easat-2225	216	6	proposed	propose	VERB
easat-2225	216	7	four	four	NUM
easat-2225	216	8	factor	factor	NOUN
easat-2225	216	9	model	model	NOUN
easat-2225	216	10	models	model	NOUN
easat-2225	216	11	are	be	AUX
easat-2225	216	12	better	well	ADJ
easat-2225	216	13	,	,	PUNCT
easat-2225	216	14	with	with	ADP
easat-2225	216	15	the	the	DET
easat-2225	216	16	ff5f	ff5f	PROPN
easat-2225	216	17	having	have	VERB
easat-2225	216	18	the	the	DET
easat-2225	216	19	lowest	low	ADJ
easat-2225	216	20	average	average	NOUN
easat-2225	216	21	aic	aic	PROPN
easat-2225	216	22	(	(	PUNCT
easat-2225	216	23	-8.09	-8.09	PROPN
easat-2225	216	24	)	)	PUNCT
easat-2225	216	25	and	and	CCONJ
easat-2225	216	26	the	the	DET
easat-2225	216	27	proposed	propose	VERB
easat-2225	216	28	four	four	NUM
easat-2225	216	29	factor	factor	NOUN
easat-2225	216	30	model	model	NOUN
easat-2225	216	31	model	model	NOUN
easat-2225	216	32	having	have	VERB
easat-2225	216	33	the	the	DET
easat-2225	216	34	lowest	low	ADJ
easat-2225	216	35	average	average	ADJ
easat-2225	216	36	sbc	sbc	NOUN
easat-2225	216	37	(	(	PUNCT
easat-2225	216	38	-8.08	-8.08	NUM
easat-2225	216	39	)	)	PUNCT
easat-2225	216	40	.	.	PUNCT
easat-2225	217	1	each	each	DET
easat-2225	217	2	model	model	NOUN
easat-2225	217	3	is	be	AUX
easat-2225	217	4	used	use	VERB
easat-2225	217	5	as	as	ADP
easat-2225	217	6	a	a	DET
easat-2225	217	7	baseline	baseline	NOUN
easat-2225	217	8	for	for	ADP
easat-2225	217	9	a	a	DET
easat-2225	217	10	log	log	NOUN
easat-2225	217	11	likelihood	likelihood	NOUN
easat-2225	217	12	(	(	PUNCT
easat-2225	217	13	log	log	NOUN
easat-2225	217	14	l	l	NOUN
easat-2225	217	15	)	)	PUNCT
easat-2225	217	16	comparison	comparison	NOUN
easat-2225	217	17	.	.	PUNCT
easat-2225	218	1	example	example	NOUN
easat-2225	218	2	comparisons	comparison	NOUN
easat-2225	218	3	include	include	VERB
easat-2225	218	4	contrasting	contrast	VERB
easat-2225	218	5	the	the	DET
easat-2225	218	6	log	log	NOUN
easat-2225	218	7	l	l	NOUN
easat-2225	218	8	of	of	ADP
easat-2225	218	9	the	the	DET
easat-2225	218	10	jensen	jensen	PROPN
easat-2225	218	11	measure	measure	NOUN
easat-2225	218	12	with	with	ADP
easat-2225	218	13	that	that	PRON
easat-2225	218	14	of	of	ADP
easat-2225	218	15	the	the	DET
easat-2225	218	16	3	3	NUM
easat-2225	218	17	m	m	PROPN
easat-2225	218	18	model	model	NOUN
easat-2225	218	19	,	,	PUNCT
easat-2225	218	20	the	the	DET
easat-2225	218	21	4	4	NUM
easat-2225	218	22	m	m	NOUN
easat-2225	218	23	model	model	NOUN
easat-2225	218	24	,	,	PUNCT
easat-2225	218	25	etc	etc	X
easat-2225	218	26	.	.	X
easat-2225	219	1	in	in	ADP
easat-2225	219	2	addition	addition	NOUN
easat-2225	219	3	,	,	PUNCT
easat-2225	219	4	the	the	DET
easat-2225	219	5	log	log	NOUN
easat-2225	219	6	l	l	NOUN
easat-2225	219	7	of	of	ADP
easat-2225	219	8	the	the	DET
easat-2225	219	9	3	3	NUM
easat-2225	219	10	m	m	NOUN
easat-2225	219	11	model	model	NOUN
easat-2225	219	12	is	be	AUX
easat-2225	219	13	compared	compare	VERB
easat-2225	219	14	to	to	ADP
easat-2225	219	15	that	that	PRON
easat-2225	219	16	of	of	ADP
easat-2225	219	17	the	the	DET
easat-2225	219	18	4	4	NUM
easat-2225	219	19	m	m	PROPN
easat-2225	219	20	model	model	NOUN
easat-2225	219	21	,	,	PUNCT
easat-2225	219	22	the	the	DET
easat-2225	219	23	ff3f	ff3f	ADJ
easat-2225	219	24	model	model	NOUN
easat-2225	219	25	,	,	PUNCT
easat-2225	219	26	and	and	CCONJ
easat-2225	219	27	so	so	ADV
easat-2225	219	28	on	on	ADV
easat-2225	219	29	.	.	PUNCT
easat-2225	220	1	reporting	report	VERB
easat-2225	220	2	a	a	DET
easat-2225	220	3	'	'	PUNCT
easat-2225	220	4	yes	yes	NOUN
easat-2225	220	5	'	'	PUNCT
easat-2225	220	6	indicates	indicate	VERB
easat-2225	220	7	that	that	SCONJ
easat-2225	220	8	the	the	DET
easat-2225	220	9	new	new	ADJ
easat-2225	220	10	model	model	NOUN
easat-2225	220	11	is	be	AUX
easat-2225	220	12	superior	superior	ADJ
easat-2225	220	13	to	to	ADP
easat-2225	220	14	the	the	DET
easat-2225	220	15	old	old	ADJ
easat-2225	220	16	one	one	NOUN
easat-2225	220	17	if	if	SCONJ
easat-2225	220	18	the	the	DET
easat-2225	220	19	difference	difference	NOUN
easat-2225	220	20	between	between	ADP
easat-2225	220	21	the	the	DET
easat-2225	220	22	two	two	NUM
easat-2225	220	23	models	model	NOUN
easat-2225	220	24	'	'	PART
easat-2225	220	25	log	log	NOUN
easat-2225	220	26	l	l	NOUN
easat-2225	220	27	values	value	NOUN
easat-2225	220	28	is	be	AUX
easat-2225	220	29	more	more	ADJ
easat-2225	220	30	than	than	ADP
easat-2225	220	31	the	the	DET
easat-2225	220	32	tabulated	tabulate	VERB
easat-2225	220	33	chi	chi	PROPN
easat-2225	220	34	square	square	PROPN
easat-2225	220	35	(	(	PUNCT
easat-2225	220	36	degrees	degree	NOUN
easat-2225	220	37	of	of	ADP
easat-2225	220	38	freedom	freedom	NOUN
easat-2225	220	39	)	)	PUNCT
easat-2225	220	40	test	test	NOUN
easat-2225	220	41	statistic	statistic	NOUN
easat-2225	220	42	at	at	ADP
easat-2225	220	43	the	the	DET
easat-2225	220	44	5	5	NUM
easat-2225	220	45	%	%	NOUN
easat-2225	220	46	level	level	NOUN
easat-2225	220	47	of	of	ADP
easat-2225	220	48	significance	significance	NOUN
easat-2225	220	49	(	(	PUNCT
easat-2225	220	50	otten	otten	PROPN
easat-2225	220	51	and	and	CCONJ
easat-2225	220	52	bams	bams	PROPN
easat-2225	220	53	,	,	PUNCT
easat-2225	220	54	2002	2002	NUM
easat-2225	220	55	,	,	PUNCT
easat-2225	220	56	2004	2004	NUM
easat-2225	220	57	)	)	PUNCT
easat-2225	220	58	.	.	PUNCT
easat-2225	221	1	each	each	DET
easat-2225	221	2	model	model	NOUN
easat-2225	221	3	is	be	AUX
easat-2225	221	4	compared	compare	VERB
easat-2225	221	5	to	to	ADP
easat-2225	221	6	itself	itself	PRON
easat-2225	221	7	using	use	VERB
easat-2225	221	8	the	the	DET
easat-2225	221	9	jensen	jensen	PROPN
easat-2225	221	10	metric	metric	NOUN
easat-2225	221	11	as	as	ADP
easat-2225	221	12	a	a	DET
easat-2225	221	13	standard	standard	NOUN
easat-2225	221	14	.	.	PUNCT
easat-2225	222	1	all	all	DET
easat-2225	222	2	the	the	DET
easat-2225	222	3	models	model	NOUN
easat-2225	222	4	with	with	ADP
easat-2225	222	5	a	a	DET
easat-2225	222	6	larger	large	ADJ
easat-2225	222	7	number	number	NOUN
easat-2225	222	8	of	of	ADP
easat-2225	222	9	explanatory	explanatory	ADJ
easat-2225	222	10	variables	variable	NOUN
easat-2225	222	11	,	,	PUNCT
easat-2225	222	12	including	include	VERB
easat-2225	222	13	the	the	DET
easat-2225	222	14	3	3	NUM
easat-2225	222	15	m	m	NOUN
easat-2225	222	16	,	,	PUNCT
easat-2225	222	17	4	4	NUM
easat-2225	222	18	m	m	NOUN
easat-2225	222	19	,	,	PUNCT
easat-2225	222	20	ff3f	ff3f	PROPN
easat-2225	222	21	,	,	PUNCT
easat-2225	222	22	proposed	propose	VERB
easat-2225	222	23	four	four	NUM
easat-2225	222	24	factor	factor	NOUN
easat-2225	222	25	model	model	NOUN
easat-2225	222	26	,	,	PUNCT
easat-2225	222	27	elton	elton	PROPN
easat-2225	222	28	,	,	PUNCT
easat-2225	222	29	ff5f	ff5f	PROPN
easat-2225	222	30	,	,	PUNCT
easat-2225	222	31	and	and	CCONJ
easat-2225	222	32	fqual	fqual	ADJ
easat-2225	222	33	,	,	PUNCT
easat-2225	222	34	are	be	AUX
easat-2225	222	35	shown	show	VERB
easat-2225	222	36	to	to	PART
easat-2225	222	37	considerably	considerably	ADV
easat-2225	222	38	contribute	contribute	VERB
easat-2225	222	39	over	over	ADP
easat-2225	222	40	the	the	DET
easat-2225	222	41	jensen	jensen	PROPN
easat-2225	222	42	measure	measure	NOUN
easat-2225	222	43	,	,	PUNCT
easat-2225	222	44	with	with	ADP
easat-2225	222	45	the	the	DET
easat-2225	222	46	average	average	NOUN
easat-2225	222	47	of	of	ADP
easat-2225	222	48	their	their	PRON
easat-2225	222	49	log	log	NOUN
easat-2225	222	50	l	l	NOUN
easat-2225	222	51	values	value	NOUN
easat-2225	222	52	deviating	deviate	VERB
easat-2225	222	53	by	by	ADP
easat-2225	222	54	more	more	ADJ
easat-2225	222	55	than	than	ADP
easat-2225	222	56	twice	twice	DET
easat-2225	222	57	that	that	DET
easat-2225	222	58	amount	amount	NOUN
easat-2225	222	59	.	.	PUNCT
easat-2225	223	1	chi	chi	ADJ
easat-2225	223	2	-	-	PUNCT
easat-2225	223	3	square	square	ADJ
easat-2225	223	4	statistic	statistic	NOUN
easat-2225	223	5	at	at	ADP
easat-2225	223	6	the	the	DET
easat-2225	223	7	5	5	NUM
easat-2225	223	8	%	%	NOUN
easat-2225	223	9	confidence	confidence	NOUN
easat-2225	223	10	level	level	NOUN
easat-2225	223	11	.	.	PUNCT
easat-2225	224	1	all	all	DET
easat-2225	224	2	higher	high	ADJ
easat-2225	224	3	models	model	NOUN
easat-2225	224	4	,	,	PUNCT
easat-2225	224	5	including	include	VERB
easat-2225	224	6	4	4	NUM
easat-2225	224	7	m	m	NOUN
easat-2225	224	8	,	,	PUNCT
easat-2225	224	9	ff3f	ff3f	PROPN
easat-2225	224	10	,	,	PUNCT
easat-2225	224	11	proposed	propose	VERB
easat-2225	224	12	four	four	NUM
easat-2225	224	13	factor	factor	NOUN
easat-2225	224	14	model	model	NOUN
easat-2225	224	15	,	,	PUNCT
easat-2225	224	16	elton	elton	PROPN
easat-2225	224	17	,	,	PUNCT
easat-2225	224	18	ff5f	ff5f	PROPN
easat-2225	224	19	,	,	PUNCT
easat-2225	224	20	and	and	CCONJ
easat-2225	224	21	fqual	fqual	ADJ
easat-2225	224	22	,	,	PUNCT
easat-2225	224	23	are	be	AUX
easat-2225	224	24	proven	prove	VERB
easat-2225	224	25	to	to	PART
easat-2225	224	26	be	be	AUX
easat-2225	224	27	superior	superior	ADJ
easat-2225	224	28	than	than	ADP
easat-2225	224	29	3	3	NUM
easat-2225	224	30	m	m	NOUN
easat-2225	224	31	model	model	NOUN
easat-2225	224	32	when	when	SCONJ
easat-2225	224	33	3	3	NUM
easat-2225	224	34	m	m	NOUN
easat-2225	224	35	model	model	NOUN
easat-2225	224	36	is	be	AUX
easat-2225	224	37	used	use	VERB
easat-2225	224	38	as	as	ADP
easat-2225	224	39	the	the	DET
easat-2225	224	40	baseline	baseline	NOUN
easat-2225	224	41	.	.	PUNCT
easat-2225	225	1	in	in	ADP
easat-2225	225	2	a	a	DET
easat-2225	225	3	similar	similar	ADJ
easat-2225	225	4	vein	vein	NOUN
easat-2225	225	5	,	,	PUNCT
easat-2225	225	6	when	when	SCONJ
easat-2225	225	7	higher	high	ADJ
easat-2225	225	8	-	-	PUNCT
easat-2225	225	9	order	order	NOUN
easat-2225	225	10	models	model	NOUN
easat-2225	225	11	are	be	AUX
easat-2225	225	12	used	use	VERB
easat-2225	225	13	with	with	ADP
easat-2225	225	14	the	the	DET
easat-2225	225	15	4	4	NUM
easat-2225	225	16	m	m	NOUN
easat-2225	225	17	and	and	CCONJ
easat-2225	225	18	ff3f	ff3f	ADJ
easat-2225	225	19	as	as	ADP
easat-2225	225	20	their	their	PRON
easat-2225	225	21	foundations	foundation	NOUN
easat-2225	225	22	,	,	PUNCT
easat-2225	225	23	the	the	DET
easat-2225	225	24	higher	high	ADJ
easat-2225	225	25	-	-	PUNCT
easat-2225	225	26	order	order	NOUN
easat-2225	225	27	models	model	NOUN
easat-2225	225	28	indicate	indicate	VERB
easat-2225	225	29	statistically	statistically	ADV
easat-2225	225	30	better	well	ADJ
easat-2225	225	31	contribution	contribution	NOUN
easat-2225	225	32	.	.	PUNCT
easat-2225	226	1	when	when	SCONJ
easat-2225	226	2	compared	compare	VERB
easat-2225	226	3	to	to	ADP
easat-2225	226	4	the	the	DET
easat-2225	226	5	proposed	propose	VERB
easat-2225	226	6	four	four	NUM
easat-2225	226	7	factor	factor	NOUN
easat-2225	226	8	model	model	NOUN
easat-2225	226	9	four	four	NUM
easat-2225	226	10	-	-	PUNCT
easat-2225	226	11	factor	factor	NOUN
easat-2225	226	12	model	model	NOUN
easat-2225	226	13	,	,	PUNCT
easat-2225	226	14	however	however	ADV
easat-2225	226	15	,	,	PUNCT
easat-2225	226	16	none	none	NOUN
easat-2225	226	17	of	of	ADP
easat-2225	226	18	the	the	DET
easat-2225	226	19	other	other	ADJ
easat-2225	226	20	models	model	NOUN
easat-2225	226	21	with	with	ADP
easat-2225	226	22	a	a	DET
easat-2225	226	23	greater	great	ADJ
easat-2225	226	24	number	number	NOUN
easat-2225	226	25	of	of	ADP
easat-2225	226	26	explanatory	explanatory	ADJ
easat-2225	226	27	variables	variable	NOUN
easat-2225	226	28	,	,	PUNCT
easat-2225	226	29	such	such	ADJ
easat-2225	226	30	as	as	ADP
easat-2225	226	31	the	the	DET
easat-2225	226	32	elton	elton	PROPN
easat-2225	226	33	,	,	PUNCT
easat-2225	226	34	ff5f	ff5f	PROPN
easat-2225	226	35	,	,	PUNCT
easat-2225	226	36	and	and	CCONJ
easat-2225	226	37	fqual	fqual	ADJ
easat-2225	226	38	,	,	PUNCT
easat-2225	226	39	are	be	AUX
easat-2225	226	40	much	much	ADV
easat-2225	226	41	better	well	ADJ
easat-2225	226	42	.	.	PUNCT
easat-2225	227	1	5	5	X
easat-2225	227	2	.	.	X
easat-2225	227	3	conclusion	conclusion	NOUN
easat-2225	227	4	integration	integration	NOUN
easat-2225	227	5	of	of	ADP
easat-2225	227	6	mutual	mutual	ADJ
easat-2225	227	7	fund	fund	NOUN
easat-2225	227	8	investments	investment	NOUN
easat-2225	227	9	into	into	ADP
easat-2225	227	10	estate	estate	NOUN
easat-2225	227	11	planning	planning	NOUN
easat-2225	227	12	offers	offer	VERB
easat-2225	227	13	multifaceted	multifaceted	ADJ
easat-2225	227	14	advantages	advantage	NOUN
easat-2225	227	15	such	such	ADJ
easat-2225	227	16	as	as	ADP
easat-2225	227	17	streamlined	streamlined	ADJ
easat-2225	227	18	asset	asset	NOUN
easat-2225	227	19	transfer	transfer	NOUN
easat-2225	227	20	,	,	PUNCT
easat-2225	227	21	diversification	diversification	NOUN
easat-2225	227	22	,	,	PUNCT
easat-2225	227	23	and	and	CCONJ
easat-2225	227	24	flexibility	flexibility	NOUN
easat-2225	227	25	.	.	PUNCT
easat-2225	228	1	thoughtfully	thoughtfully	ADV
easat-2225	228	2	integrating	integrate	VERB
easat-2225	228	3	mutual	mutual	ADJ
easat-2225	228	4	funds	fund	NOUN
easat-2225	228	5	not	not	PART
easat-2225	228	6	only	only	ADV
easat-2225	228	7	enables	enable	VERB
easat-2225	228	8	the	the	DET
easat-2225	228	9	effective	effective	ADJ
easat-2225	228	10	transfer	transfer	NOUN
easat-2225	228	11	of	of	ADP
easat-2225	228	12	wealth	wealth	NOUN
easat-2225	228	13	to	to	ADP
easat-2225	228	14	future	future	ADJ
easat-2225	228	15	generations	generation	NOUN
easat-2225	228	16	but	but	CCONJ
easat-2225	228	17	also	also	ADV
easat-2225	228	18	furthers	further	VERB
easat-2225	228	19	the	the	DET
easat-2225	228	20	pursuit	pursuit	NOUN
easat-2225	228	21	of	of	ADP
easat-2225	228	22	longterm	longterm	ADJ
easat-2225	228	23	financial	financial	ADJ
easat-2225	228	24	goals	goal	NOUN
easat-2225	228	25	.	.	PUNCT
easat-2225	229	1	the	the	DET
easat-2225	229	2	findings	finding	NOUN
easat-2225	229	3	of	of	ADP
easat-2225	229	4	this	this	DET
easat-2225	229	5	study	study	NOUN
easat-2225	229	6	show	show	VERB
easat-2225	229	7	that	that	SCONJ
easat-2225	229	8	indian	indian	ADJ
easat-2225	229	9	mutual	mutual	ADJ
easat-2225	229	10	fund	fund	NOUN
easat-2225	229	11	managers	manager	NOUN
easat-2225	229	12	(	(	PUNCT
easat-2225	229	13	those	those	PRON
easat-2225	229	14	who	who	PRON
easat-2225	229	15	manage	manage	VERB
easat-2225	229	16	open	open	ADV
easat-2225	229	17	-	-	PUNCT
easat-2225	229	18	ended	end	VERB
easat-2225	229	19	equity	equity	NOUN
easat-2225	229	20	schemes	scheme	NOUN
easat-2225	229	21	with	with	ADP
easat-2225	229	22	growth	growth	NOUN
easat-2225	229	23	as	as	ADP
easat-2225	229	24	their	their	PRON
easat-2225	229	25	objective	objective	NOUN
easat-2225	229	26	)	)	PUNCT
easat-2225	229	27	focus	focus	VERB
easat-2225	229	28	their	their	PRON
easat-2225	229	29	investment	investment	NOUN
easat-2225	229	30	strategies	strategy	NOUN
easat-2225	229	31	on	on	ADP
easat-2225	229	32	smaller	small	ADJ
easat-2225	229	33	companies	company	NOUN
easat-2225	229	34	,	,	PUNCT
easat-2225	229	35	value	value	NOUN
easat-2225	229	36	stocks	stock	NOUN
easat-2225	229	37	,	,	PUNCT
easat-2225	229	38	proven	prove	VERB
easat-2225	229	39	performers	performer	NOUN
easat-2225	229	40	,	,	PUNCT
easat-2225	229	41	profitable	profitable	ADJ
easat-2225	229	42	companies	company	NOUN
easat-2225	229	43	with	with	ADP
easat-2225	229	44	a	a	DET
easat-2225	229	45	conservative	conservative	ADJ
easat-2225	229	46	investment	investment	NOUN
easat-2225	229	47	policy	policy	NOUN
easat-2225	229	48	,	,	PUNCT
easat-2225	229	49	and	and	CCONJ
easat-2225	229	50	low	low	ADJ
easat-2225	229	51	cash	cash	NOUN
easat-2225	229	52	flow	flow	NOUN
easat-2225	229	53	variability	variability	NOUN
easat-2225	229	54	.	.	PUNCT
easat-2225	230	1	in	in	ADP
easat-2225	230	2	the	the	DET
easat-2225	230	3	higher	high	ADJ
easat-2225	230	4	order	order	NOUN
easat-2225	230	5	moments	moment	NOUN
easat-2225	230	6	paradigm	paradigm	NOUN
easat-2225	230	7	,	,	PUNCT
easat-2225	230	8	the	the	DET
easat-2225	230	9	coskewness	coskewness	PROPN
easat-2225	230	10	variable	variable	NOUN
easat-2225	230	11	is	be	AUX
easat-2225	230	12	also	also	ADV
easat-2225	230	13	given	give	VERB
easat-2225	230	14	a	a	DET
easat-2225	230	15	market	market	NOUN
easat-2225	230	16	price	price	NOUN
easat-2225	230	17	.	.	PUNCT
easat-2225	231	1	consistent	consistent	ADJ
easat-2225	231	2	with	with	ADP
easat-2225	231	3	the	the	DET
easat-2225	231	4	premise	premise	NOUN
easat-2225	231	5	that	that	SCONJ
easat-2225	231	6	risk	risk	NOUN
easat-2225	231	7	-	-	PUNCT
easat-2225	231	8	averse	averse	ADJ
easat-2225	231	9	investors	investor	NOUN
easat-2225	231	10	like	like	ADP
easat-2225	231	11	positive	positive	ADJ
easat-2225	231	12	skewness	skewness	NOUN
easat-2225	231	13	and	and	CCONJ
easat-2225	231	14	detest	detest	VERB
easat-2225	231	15	high	high	ADJ
easat-2225	231	16	kurtosis	kurtosis	NOUN
easat-2225	231	17	in	in	ADP
easat-2225	231	18	their	their	PRON
easat-2225	231	19	portfolio	portfolio	NOUN
easat-2225	231	20	,	,	PUNCT
easat-2225	231	21	the	the	DET
easat-2225	231	22	signals	signal	NOUN
easat-2225	231	23	of	of	ADP
easat-2225	231	24	coskewness	coskewness	NOUN
easat-2225	231	25	and	and	CCONJ
easat-2225	231	26	cokurtosis	cokurtosis	NOUN
easat-2225	231	27	variables	variable	NOUN
easat-2225	231	28	1227	1227	NUM
easat-2225	231	29	edelweiss	edelweiss	PROPN
easat-2225	231	30	applied	apply	VERB
easat-2225	231	31	science	science	NOUN
easat-2225	231	32	and	and	CCONJ
easat-2225	231	33	technology	technology	NOUN
easat-2225	231	34	issn	issn	PROPN
easat-2225	231	35	:	:	PUNCT
easat-2225	231	36	2576	2576	NUM
easat-2225	231	37	-	-	SYM
easat-2225	231	38	8484	8484	NUM
easat-2225	231	39	vol	vol	NOUN
easat-2225	231	40	.	.	PROPN
easat-2225	231	41	8	8	NUM
easat-2225	231	42	,	,	PUNCT
easat-2225	231	43	no	no	INTJ
easat-2225	231	44	.	.	NOUN
easat-2225	231	45	6	6	NUM
easat-2225	231	46	:	:	SYM
easat-2225	231	47	1219	1219	NUM
easat-2225	231	48	-	-	SYM
easat-2225	231	49	1227	1227	NUM
easat-2225	231	50	,	,	PUNCT
easat-2225	231	51	2024	2024	NUM
easat-2225	231	52	doi	doi	NOUN
easat-2225	231	53	:	:	PUNCT
easat-2225	231	54	10.55214/25768484.v8i6.2225	10.55214/25768484.v8i6.2225	PROPN
easat-2225	232	1	©	©	ADP
easat-2225	232	2	2024	2024	NUM
easat-2225	232	3	by	by	ADP
easat-2225	232	4	the	the	DET
easat-2225	232	5	authors	author	NOUN
easat-2225	232	6	;	;	PUNCT
easat-2225	232	7	licensee	licensee	PROPN
easat-2225	232	8	learning	learn	VERB
easat-2225	232	9	gate	gate	NOUN
easat-2225	232	10	support	support	VERB
easat-2225	232	11	this	this	DET
easat-2225	232	12	hypothesis	hypothesis	NOUN
easat-2225	232	13	.	.	PUNCT
easat-2225	233	1	daily	daily	ADJ
easat-2225	233	2	and	and	CCONJ
easat-2225	233	3	monthly	monthly	ADJ
easat-2225	233	4	findings	finding	NOUN
easat-2225	233	5	produce	produce	VERB
easat-2225	233	6	a	a	DET
easat-2225	233	7	unified	unified	ADJ
easat-2225	233	8	conclusion	conclusion	NOUN
easat-2225	233	9	and	and	CCONJ
easat-2225	233	10	identify	identify	VERB
easat-2225	233	11	the	the	DET
easat-2225	233	12	suggested	suggested	ADJ
easat-2225	233	13	four	four	NUM
easat-2225	233	14	component	component	NOUN
easat-2225	233	15	model	model	NOUN
easat-2225	233	16	as	as	ADP
easat-2225	233	17	the	the	DET
easat-2225	233	18	optimum	optimum	ADJ
easat-2225	233	19	performance	performance	NOUN
easat-2225	233	20	benchmark	benchmark	NOUN
easat-2225	233	21	to	to	PART
easat-2225	233	22	assess	assess	VERB
easat-2225	233	23	the	the	DET
easat-2225	233	24	performance	performance	NOUN
easat-2225	233	25	of	of	ADP
easat-2225	233	26	mutual	mutual	ADJ
easat-2225	233	27	funds	fund	NOUN
easat-2225	233	28	in	in	ADP
easat-2225	233	29	india	india	PROPN
easat-2225	233	30	,	,	PUNCT
easat-2225	233	31	supporting	support	VERB
easat-2225	233	32	the	the	DET
easat-2225	233	33	use	use	NOUN
easat-2225	233	34	of	of	ADP
easat-2225	233	35	the	the	DET
easat-2225	233	36	model	model	NOUN
easat-2225	233	37	selection	selection	NOUN
easat-2225	233	38	procedure	procedure	NOUN
easat-2225	233	39	in	in	ADP
easat-2225	233	40	an	an	DET
easat-2225	233	41	unconditional	unconditional	ADJ
easat-2225	233	42	framework	framework	NOUN
easat-2225	233	43	.	.	PUNCT
easat-2225	234	1	copyright	copyright	NOUN
easat-2225	234	2	:	:	PUNCT
easat-2225	234	3	©	©	PROPN
easat-2225	234	4	2024	2024	NUM
easat-2225	234	5	by	by	ADP
easat-2225	234	6	the	the	DET
easat-2225	234	7	authors	author	NOUN
easat-2225	234	8	.	.	PUNCT
easat-2225	235	1	this	this	DET
easat-2225	235	2	article	article	NOUN
easat-2225	235	3	is	be	AUX
easat-2225	235	4	an	an	DET
easat-2225	235	5	open	open	ADJ
easat-2225	235	6	access	access	NOUN
easat-2225	235	7	article	article	NOUN
easat-2225	235	8	distributed	distribute	VERB
easat-2225	235	9	under	under	ADP
easat-2225	235	10	the	the	DET
easat-2225	235	11	terms	term	NOUN
easat-2225	235	12	and	and	CCONJ
easat-2225	235	13	conditions	condition	NOUN
easat-2225	235	14	of	of	ADP
easat-2225	235	15	the	the	DET
easat-2225	235	16	creative	creative	ADJ
easat-2225	235	17	commons	common	NOUN
easat-2225	235	18	attribution	attribution	NOUN
easat-2225	235	19	(	(	PUNCT
easat-2225	235	20	cc	cc	NOUN
easat-2225	235	21	by	by	ADP
easat-2225	235	22	)	)	PUNCT
easat-2225	235	23	license	license	NOUN
easat-2225	235	24	(	(	PUNCT
easat-2225	235	25	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN
easat-2225	235	26	)	)	PUNCT
easat-2225	235	27	.	.	PUNCT
easat-2225	236	1	references	reference	NOUN
easat-2225	236	2	[	[	X
easat-2225	236	3	1	1	NUM
easat-2225	236	4	]	]	PUNCT
easat-2225	236	5	fama	fama	PROPN
easat-2225	236	6	,	,	PUNCT
easat-2225	236	7	e.	e.	PROPN
easat-2225	236	8	f.	f.	PROPN
easat-2225	236	9	,	,	PUNCT
easat-2225	236	10	and	and	CCONJ
easat-2225	236	11	french	french	PROPN
easat-2225	236	12	,	,	PUNCT
easat-2225	236	13	k.	k.	PROPN
easat-2225	236	14	r.	r.	PROPN
easat-2225	236	15	(	(	PUNCT
easat-2225	236	16	2015	2015	NUM
easat-2225	236	17	)	)	PUNCT
easat-2225	236	18	.	.	PUNCT
easat-2225	237	1	a	a	DET
easat-2225	237	2	five	five	NUM
easat-2225	237	3	-	-	PUNCT
easat-2225	237	4	factor	factor	NOUN
easat-2225	237	5	asset	asset	NOUN
easat-2225	237	6	pricing	pricing	NOUN
easat-2225	237	7	model	model	NOUN
easat-2225	237	8	.	.	PUNCT
easat-2225	238	1	journal	journal	PROPN
easat-2225	238	2	of	of	ADP
easat-2225	238	3	financial	financial	ADJ
easat-2225	238	4	economics	economic	NOUN
easat-2225	238	5	,	,	PUNCT
easat-2225	238	6	116(1	116(1	NUM
easat-2225	238	7	)	)	PUNCT
easat-2225	238	8	,	,	PUNCT
easat-2225	238	9	1	1	NUM
easat-2225	238	10	-	-	SYM
easat-2225	238	11	22	22	NUM
easat-2225	238	12	.	.	PUNCT
easat-2225	239	1	[	[	X
easat-2225	239	2	2	2	NUM
easat-2225	239	3	]	]	PUNCT
easat-2225	239	4	jensen	jensen	PROPN
easat-2225	239	5	,	,	PUNCT
easat-2225	239	6	m.	m.	PROPN
easat-2225	239	7	c.	c.	PROPN
easat-2225	239	8	(	(	PUNCT
easat-2225	239	9	1968	1968	NUM
easat-2225	239	10	)	)	PUNCT
easat-2225	239	11	.	.	PUNCT
easat-2225	240	1	the	the	DET
easat-2225	240	2	performance	performance	NOUN
easat-2225	240	3	of	of	ADP
easat-2225	240	4	mutual	mutual	ADJ
easat-2225	240	5	funds	fund	NOUN
easat-2225	240	6	in	in	ADP
easat-2225	240	7	the	the	DET
easat-2225	240	8	period	period	NOUN
easat-2225	240	9	1945	1945	NUM
easat-2225	240	10	-	-	SYM
easat-2225	240	11	1964	1964	NUM
easat-2225	240	12	.	.	PUNCT
easat-2225	241	1	the	the	DET
easat-2225	241	2	journal	journal	PROPN
easat-2225	241	3	of	of	ADP
easat-2225	241	4	finance	finance	NOUN
easat-2225	241	5	,	,	PUNCT
easat-2225	241	6	23(2	23(2	NUM
easat-2225	241	7	)	)	PUNCT
easat-2225	241	8	,	,	PUNCT
easat-2225	241	9	389	389	NUM
easat-2225	241	10	416	416	NUM
easat-2225	241	11	.	.	PUNCT
easat-2225	242	1	[	[	X
easat-2225	242	2	3	3	X
easat-2225	242	3	]	]	X
easat-2225	242	4	ippolito	ippolito	PROPN
easat-2225	242	5	,	,	PUNCT
easat-2225	242	6	r.	r.	PROPN
easat-2225	242	7	a.	a.	PROPN
easat-2225	242	8	(	(	PUNCT
easat-2225	242	9	1989	1989	NUM
easat-2225	242	10	)	)	PUNCT
easat-2225	242	11	.	.	PUNCT
easat-2225	243	1	efficiency	efficiency	NOUN
easat-2225	243	2	with	with	ADP
easat-2225	243	3	costly	costly	ADJ
easat-2225	243	4	information	information	NOUN
easat-2225	243	5	:	:	PUNCT
easat-2225	243	6	a	a	DET
easat-2225	243	7	study	study	NOUN
easat-2225	243	8	of	of	ADP
easat-2225	243	9	mutual	mutual	ADJ
easat-2225	243	10	fund	fund	NOUN
easat-2225	243	11	performance	performance	NOUN
easat-2225	243	12	,	,	PUNCT
easat-2225	243	13	1965	1965	NUM
easat-2225	243	14	-	-	SYM
easat-2225	243	15	1984	1984	NUM
easat-2225	243	16	.	.	PUNCT
easat-2225	244	1	the	the	DET
easat-2225	244	2	quarterly	quarterly	ADJ
easat-2225	244	3	journal	journal	NOUN
easat-2225	244	4	of	of	ADP
easat-2225	244	5	economics	economic	NOUN
easat-2225	244	6	,	,	PUNCT
easat-2225	244	7	104(1	104(1	NUM
easat-2225	244	8	)	)	PUNCT
easat-2225	244	9	,	,	PUNCT
easat-2225	244	10	1	1	NUM
easat-2225	244	11	-	-	SYM
easat-2225	244	12	23	23	NUM
easat-2225	244	13	.	.	PUNCT
easat-2225	245	1	[	[	X
easat-2225	245	2	4	4	NUM
easat-2225	245	3	]	]	SYM
easat-2225	245	4	elton	elton	PROPN
easat-2225	245	5	,	,	PUNCT
easat-2225	245	6	e.	e.	PROPN
easat-2225	245	7	j.	j.	PROPN
easat-2225	245	8	,	,	PUNCT
easat-2225	245	9	gruber	gruber	PROPN
easat-2225	245	10	,	,	PUNCT
easat-2225	245	11	m.	m.	NOUN
easat-2225	245	12	j.	j.	PROPN
easat-2225	245	13	,	,	PUNCT
easat-2225	245	14	and	and	CCONJ
easat-2225	245	15	blake	blake	PROPN
easat-2225	245	16	,	,	PUNCT
easat-2225	245	17	c.	c.	PROPN
easat-2225	245	18	r.	r.	PROPN
easat-2225	245	19	(	(	PUNCT
easat-2225	245	20	2012	2012	NUM
easat-2225	245	21	)	)	PUNCT
easat-2225	245	22	.	.	PUNCT
easat-2225	245	23	does	do	AUX
easat-2225	245	24	mutual	mutual	ADJ
easat-2225	245	25	fund	fund	NOUN
easat-2225	245	26	size	size	NOUN
easat-2225	245	27	matter	matter	NOUN
easat-2225	245	28	?	?	PUNCT
easat-2225	246	1	the	the	DET
easat-2225	246	2	relationship	relationship	NOUN
easat-2225	246	3	between	between	ADP
easat-2225	246	4	size	size	NOUN
easat-2225	246	5	and	and	CCONJ
easat-2225	246	6	performance	performance	NOUN
easat-2225	246	7	.	.	PUNCT
easat-2225	247	1	review	review	NOUN
easat-2225	247	2	of	of	ADP
easat-2225	247	3	asset	asset	NOUN
easat-2225	247	4	pricing	pricing	NOUN
easat-2225	247	5	studies	study	NOUN
easat-2225	247	6	,	,	PUNCT
easat-2225	247	7	2(1	2(1	NUM
easat-2225	247	8	)	)	PUNCT
easat-2225	247	9	,	,	PUNCT
easat-2225	247	10	31	31	NUM
easat-2225	247	11	-	-	SYM
easat-2225	247	12	55	55	NUM
easat-2225	247	13	.	.	PUNCT
easat-2225	248	1	[	[	X
easat-2225	248	2	5	5	NUM
easat-2225	248	3	]	]	X
easat-2225	248	4	dhar	dhar	PROPN
easat-2225	248	5	,	,	PUNCT
easat-2225	248	6	j.	j.	PROPN
easat-2225	248	7	(	(	PUNCT
easat-2225	248	8	2013	2013	NUM
easat-2225	248	9	)	)	PUNCT
easat-2225	248	10	.	.	PUNCT
easat-2225	249	1	stock	stock	NOUN
easat-2225	249	2	selection	selection	NOUN
easat-2225	249	3	skills	skill	NOUN
easat-2225	249	4	of	of	ADP
easat-2225	249	5	indian	indian	ADJ
easat-2225	249	6	mutual	mutual	ADJ
easat-2225	249	7	fund	fund	NOUN
easat-2225	249	8	managers	manager	NOUN
easat-2225	249	9	during	during	ADP
easat-2225	249	10	20002012	20002012	NUM
easat-2225	249	11	.	.	PUNCT
easat-2225	250	1	iosr	iosr	ADJ
easat-2225	250	2	journal	journal	PROPN
easat-2225	250	3	of	of	ADP
easat-2225	250	4	business	business	NOUN
easat-2225	250	5	and	and	CCONJ
easat-2225	250	6	management	management	NOUN
easat-2225	250	7	,	,	PUNCT
easat-2225	250	8	10(1	10(1	NUM
easat-2225	250	9	)	)	PUNCT
easat-2225	250	10	,	,	PUNCT
easat-2225	250	11	79	79	NUM
easat-2225	250	12	-	-	SYM
easat-2225	250	13	87	87	NUM
easat-2225	250	14	.	.	PUNCT
easat-2225	251	1	[	[	X
easat-2225	251	2	6	6	NUM
easat-2225	251	3	]	]	X
easat-2225	251	4	dhar	dhar	PROPN
easat-2225	251	5	,	,	PUNCT
easat-2225	251	6	j.	j.	PROPN
easat-2225	251	7	,	,	PUNCT
easat-2225	251	8	and	and	CCONJ
easat-2225	251	9	mandal	mandal	PROPN
easat-2225	251	10	,	,	PUNCT
easat-2225	251	11	k.	k.	PROPN
easat-2225	251	12	(	(	PUNCT
easat-2225	251	13	2014	2014	NUM
easat-2225	251	14	)	)	PUNCT
easat-2225	251	15	.	.	PUNCT
easat-2225	252	1	market	market	NOUN
easat-2225	252	2	timing	timing	NOUN
easat-2225	252	3	abilities	ability	NOUN
easat-2225	252	4	of	of	ADP
easat-2225	252	5	indian	indian	ADJ
easat-2225	252	6	mutual	mutual	ADJ
easat-2225	252	7	fund	fund	NOUN
easat-2225	252	8	managers	manager	NOUN
easat-2225	252	9	:	:	PUNCT
easat-2225	252	10	an	an	DET
easat-2225	252	11	empirical	empirical	ADJ
easat-2225	252	12	analysis	analysis	NOUN
easat-2225	252	13	.	.	PUNCT
easat-2225	253	1	decision	decision	NOUN
easat-2225	253	2	,	,	PUNCT
easat-2225	253	3	41(3	41(3	NUM
easat-2225	253	4	)	)	PUNCT
easat-2225	253	5	,	,	PUNCT
easat-2225	253	6	299	299	NUM
easat-2225	253	7	-	-	SYM
easat-2225	253	8	311	311	NUM
easat-2225	253	9	.	.	PUNCT
easat-2225	254	1	[	[	X
easat-2225	254	2	7	7	X
easat-2225	254	3	]	]	X
easat-2225	254	4	gallefoss	gallefoss	NOUN
easat-2225	254	5	,	,	PUNCT
easat-2225	254	6	k.	k.	PROPN
easat-2225	254	7	,	,	PUNCT
easat-2225	254	8	hansen	hansen	PROPN
easat-2225	254	9	,	,	PUNCT
easat-2225	254	10	h.	h.	PROPN
easat-2225	254	11	h.	h.	PROPN
easat-2225	254	12	,	,	PUNCT
easat-2225	254	13	haukaas	haukaas	NOUN
easat-2225	254	14	,	,	PUNCT
easat-2225	254	15	e.	e.	PROPN
easat-2225	254	16	s.	s.	PROPN
easat-2225	254	17	,	,	PUNCT
easat-2225	254	18	and	and	CCONJ
easat-2225	254	19	molnar	molnar	PROPN
easat-2225	254	20	,	,	PUNCT
easat-2225	254	21	p.	p.	NOUN
easat-2225	254	22	(	(	PUNCT
easat-2225	254	23	2015	2015	NUM
easat-2225	254	24	)	)	PUNCT
easat-2225	254	25	.	.	PUNCT
easat-2225	255	1	what	what	PRON
easat-2225	255	2	daily	daily	ADJ
easat-2225	255	3	data	datum	NOUN
easat-2225	255	4	can	can	AUX
easat-2225	255	5	tell	tell	VERB
easat-2225	255	6	us	we	PRON
easat-2225	255	7	about	about	ADP
easat-2225	255	8	mutual	mutual	ADJ
easat-2225	255	9	funds	fund	NOUN
easat-2225	255	10	:	:	PUNCT
easat-2225	255	11	evidence	evidence	NOUN
easat-2225	255	12	from	from	ADP
easat-2225	255	13	norway	norway	PROPN
easat-2225	255	14	.	.	PUNCT
easat-2225	256	1	journal	journal	PROPN
easat-2225	256	2	of	of	ADP
easat-2225	256	3	banking	banking	NOUN
easat-2225	256	4	and	and	CCONJ
easat-2225	256	5	finance	finance	NOUN
easat-2225	256	6	,	,	PUNCT
easat-2225	256	7	55	55	NUM
easat-2225	256	8	,	,	PUNCT
easat-2225	256	9	117	117	NUM
easat-2225	256	10	-	-	SYM
easat-2225	256	11	129	129	NUM
easat-2225	256	12	.	.	PUNCT
easat-2225	257	1	[	[	X
easat-2225	257	2	8	8	NUM
easat-2225	257	3	]	]	X
easat-2225	257	4	hasan	hasan	PROPN
easat-2225	257	5	,	,	PUNCT
easat-2225	257	6	m.	m.	NOUN
easat-2225	257	7	z.	z.	PROPN
easat-2225	257	8	,	,	PUNCT
easat-2225	257	9	and	and	CCONJ
easat-2225	257	10	kamil	kamil	PROPN
easat-2225	257	11	,	,	PUNCT
easat-2225	257	12	a.	a.	NOUN
easat-2225	257	13	a.	a.	NOUN
easat-2225	257	14	(	(	PUNCT
easat-2225	257	15	2014	2014	NUM
easat-2225	257	16	)	)	PUNCT
easat-2225	257	17	.	.	PUNCT
easat-2225	258	1	contribution	contribution	NOUN
easat-2225	258	2	of	of	ADP
easat-2225	258	3	co	co	NOUN
easat-2225	258	4	-	-	NOUN
easat-2225	258	5	skewness	skewness	NOUN
easat-2225	258	6	and	and	CCONJ
easat-2225	258	7	co	co	NOUN
easat-2225	258	8	-	-	NOUN
easat-2225	258	9	kurtosis	kurtosis	NOUN
easat-2225	258	10	of	of	ADP
easat-2225	258	11	the	the	DET
easat-2225	258	12	higher	high	ADJ
easat-2225	258	13	moment	moment	NOUN
easat-2225	258	14	capm	capm	PROPN
easat-2225	258	15	for	for	ADP
easat-2225	258	16	finding	find	VERB
easat-2225	258	17	the	the	DET
easat-2225	258	18	technical	technical	ADJ
easat-2225	258	19	efficiency	efficiency	NOUN
easat-2225	258	20	.	.	PUNCT
easat-2225	259	1	economics	economic	NOUN
easat-2225	259	2	research	research	PROPN
easat-2225	259	3	international	international	PROPN
easat-2225	259	4	,	,	PUNCT
easat-2225	259	5	2014	2014	NUM
easat-2225	259	6	,	,	PUNCT
easat-2225	259	7	1	1	NUM
easat-2225	259	8	-	-	SYM
easat-2225	259	9	9	9	NUM
easat-2225	259	10	.	.	PUNCT
easat-2225	260	1	[	[	X
easat-2225	260	2	9	9	NUM
easat-2225	260	3	]	]	X
easat-2225	260	4	mansor	mansor	PROPN
easat-2225	260	5	,	,	PUNCT
easat-2225	260	6	f.	f.	PROPN
easat-2225	260	7	,	,	PUNCT
easat-2225	260	8	bhatti	bhatti	PROPN
easat-2225	260	9	,	,	PUNCT
easat-2225	260	10	m.	m.	NOUN
easat-2225	260	11	i.	i.	PROPN
easat-2225	260	12	,	,	PUNCT
easat-2225	260	13	and	and	CCONJ
easat-2225	260	14	ariff	ariff	NOUN
easat-2225	260	15	,	,	PUNCT
easat-2225	260	16	m.	m.	NOUN
easat-2225	260	17	(	(	PUNCT
easat-2225	260	18	2015	2015	NUM
easat-2225	260	19	)	)	PUNCT
easat-2225	260	20	.	.	PUNCT
easat-2225	261	1	new	new	ADJ
easat-2225	261	2	evidence	evidence	NOUN
easat-2225	261	3	on	on	ADP
easat-2225	261	4	the	the	DET
easat-2225	261	5	impact	impact	NOUN
easat-2225	261	6	of	of	ADP
easat-2225	261	7	fees	fee	NOUN
easat-2225	261	8	on	on	ADP
easat-2225	261	9	mutual	mutual	ADJ
easat-2225	261	10	fund	fund	NOUN
easat-2225	261	11	performance	performance	NOUN
easat-2225	261	12	of	of	ADP
easat-2225	261	13	two	two	NUM
easat-2225	261	14	types	type	NOUN
easat-2225	261	15	of	of	ADP
easat-2225	261	16	funds	fund	NOUN
easat-2225	261	17	.	.	PUNCT
easat-2225	262	1	journal	journal	PROPN
easat-2225	262	2	of	of	ADP
easat-2225	262	3	international	international	ADJ
easat-2225	262	4	financial	financial	ADJ
easat-2225	262	5	markets	market	NOUN
easat-2225	262	6	,	,	PUNCT
easat-2225	262	7	institutions	institution	NOUN
easat-2225	262	8	and	and	CCONJ
easat-2225	262	9	money	money	NOUN
easat-2225	262	10	,	,	PUNCT
easat-2225	262	11	35	35	NUM
easat-2225	262	12	,	,	PUNCT
easat-2225	262	13	102	102	NUM
easat-2225	262	14	-	-	SYM
easat-2225	262	15	115	115	NUM
easat-2225	262	16	.	.	PUNCT
easat-2225	263	1	[	[	X
easat-2225	263	2	10	10	NUM
easat-2225	263	3	]	]	X
easat-2225	263	4	nandini	nandini	PROPN
easat-2225	263	5	,	,	PUNCT
easat-2225	263	6	g.	g.	PROPN
easat-2225	263	7	(	(	PUNCT
easat-2225	263	8	2015	2015	NUM
easat-2225	263	9	)	)	PUNCT
easat-2225	263	10	.	.	PUNCT
easat-2225	264	1	an	an	DET
easat-2225	264	2	empirical	empirical	ADJ
easat-2225	264	3	study	study	NOUN
easat-2225	264	4	on	on	ADP
easat-2225	264	5	the	the	DET
easat-2225	264	6	performance	performance	NOUN
easat-2225	264	7	of	of	ADP
easat-2225	264	8	selected	select	VERB
easat-2225	264	9	mutual	mutual	ADJ
easat-2225	264	10	fund	fund	NOUN
easat-2225	264	11	schemes	scheme	NOUN
easat-2225	264	12	in	in	ADP
easat-2225	264	13	india	india	PROPN
easat-2225	264	14	.	.	PUNCT
easat-2225	265	1	splint	splint	PROPN
easat-2225	265	2	international	international	PROPN
easat-2225	265	3	journal	journal	PROPN
easat-2225	265	4	of	of	ADP
easat-2225	265	5	professionals	professional	NOUN
easat-2225	265	6	,	,	PUNCT
easat-2225	265	7	2(1	2(1	NUM
easat-2225	265	8	)	)	PUNCT
easat-2225	265	9	,	,	PUNCT
easat-2225	265	10	10	10	NUM
easat-2225	265	11	-	-	SYM
easat-2225	265	12	17	17	NUM
easat-2225	265	13	.	.	PUNCT
easat-2225	266	1	[	[	X
easat-2225	266	2	11	11	NUM
easat-2225	266	3	]	]	PUNCT
easat-2225	266	4	neto	neto	NOUN
easat-2225	266	5	,	,	PUNCT
easat-2225	266	6	n.	n.	PROPN
easat-2225	266	7	(	(	PUNCT
easat-2225	266	8	2014	2014	NUM
easat-2225	266	9	)	)	PUNCT
easat-2225	266	10	.	.	PUNCT
easat-2225	267	1	do	do	VERB
easat-2225	267	2	portuguese	portuguese	ADJ
easat-2225	267	3	mutual	mutual	ADJ
easat-2225	267	4	funds	fund	NOUN
easat-2225	267	5	display	display	NOUN
easat-2225	267	6	forecasting	forecasting	NOUN
easat-2225	267	7	skills	skill	NOUN
easat-2225	267	8	?	?	PUNCT
easat-2225	268	1	a	a	DET
easat-2225	268	2	study	study	NOUN
easat-2225	268	3	of	of	ADP
easat-2225	268	4	selectivity	selectivity	NOUN
easat-2225	268	5	and	and	CCONJ
easat-2225	268	6	market	market	NOUN
easat-2225	268	7	timing	timing	NOUN
easat-2225	268	8	ability	ability	NOUN
easat-2225	268	9	.	.	PUNCT
easat-2225	269	1	master	master	NOUN
easat-2225	269	2	dissertation	dissertation	NOUN
easat-2225	269	3	in	in	ADP
easat-2225	269	4	finance	finance	NOUN
easat-2225	269	5	[	[	X
easat-2225	269	6	12	12	NUM
easat-2225	269	7	]	]	PUNCT
easat-2225	269	8	newey	newey	PROPN
easat-2225	269	9	,	,	PUNCT
easat-2225	269	10	w.	w.	PROPN
easat-2225	269	11	k.	k.	PROPN
easat-2225	269	12	,	,	PUNCT
easat-2225	269	13	and	and	CCONJ
easat-2225	269	14	west	west	PROPN
easat-2225	269	15	,	,	PUNCT
easat-2225	269	16	k.	k.	PROPN
easat-2225	269	17	d.	d.	PROPN
easat-2225	269	18	(	(	PUNCT
easat-2225	269	19	1987	1987	NUM
easat-2225	269	20	)	)	PUNCT
easat-2225	269	21	.	.	PUNCT
easat-2225	270	1	hypothesis	hypothesis	NOUN
easat-2225	270	2	testing	test	VERB
easat-2225	270	3	with	with	ADP
easat-2225	270	4	efficient	efficient	ADJ
easat-2225	270	5	method	method	NOUN
easat-2225	270	6	of	of	ADP
easat-2225	270	7	moments	moment	NOUN
easat-2225	270	8	estimation	estimation	NOUN
easat-2225	270	9	.	.	PUNCT
easat-2225	271	1	international	international	ADJ
easat-2225	271	2	economic	economic	ADJ
easat-2225	271	3	review	review	NOUN
easat-2225	271	4	,	,	PUNCT
easat-2225	271	5	777	777	NUM
easat-2225	271	6	-	-	SYM
easat-2225	271	7	787	787	NUM
easat-2225	271	8	.	.	PUNCT
easat-2225	272	1	[	[	X
easat-2225	272	2	13	13	NUM
easat-2225	272	3	]	]	SYM
easat-2225	272	4	nguyen	nguyen	NOUN
easat-2225	272	5	,	,	PUNCT
easat-2225	272	6	d.	d.	PROPN
easat-2225	272	7	,	,	PUNCT
easat-2225	272	8	and	and	CCONJ
easat-2225	272	9	puri	puri	PROPN
easat-2225	272	10	,	,	PUNCT
easat-2225	272	11	t.	t.	PROPN
easat-2225	272	12	n.	n.	PROPN
easat-2225	272	13	(	(	PUNCT
easat-2225	272	14	2009	2009	NUM
easat-2225	272	15	)	)	PUNCT
easat-2225	272	16	.	.	PUNCT
easat-2225	273	1	higher‐order	higher‐order	VERB
easat-2225	273	2	systematic	systematic	ADJ
easat-2225	273	3	comoments	comoment	NOUN
easat-2225	273	4	and	and	CCONJ
easat-2225	273	5	asset	asset	NOUN
easat-2225	273	6	pricing	pricing	NOUN
easat-2225	273	7	:	:	PUNCT
easat-2225	273	8	new	new	ADJ
easat-2225	273	9	evidence	evidence	NOUN
easat-2225	273	10	.	.	PUNCT
easat-2225	274	1	financial	financial	ADJ
easat-2225	274	2	review	review	PROPN
easat-2225	274	3	,	,	PUNCT
easat-2225	274	4	44(3	44(3	NUM
easat-2225	274	5	)	)	PUNCT
easat-2225	274	6	,	,	PUNCT
easat-2225	274	7	345	345	NUM
easat-2225	274	8	-	-	SYM
easat-2225	274	9	369	369	NUM
easat-2225	274	10	.	.	PUNCT
easat-2225	275	1	[	[	X
easat-2225	275	2	14	14	NUM
easat-2225	275	3	]	]	X
easat-2225	275	4	nimalathasan	nimalathasan	PROPN
easat-2225	275	5	,	,	PUNCT
easat-2225	275	6	d.	d.	PROPN
easat-2225	275	7	,	,	PUNCT
easat-2225	275	8	and	and	CCONJ
easat-2225	275	9	gandhi	gandhi	PROPN
easat-2225	275	10	,	,	PUNCT
easat-2225	275	11	m.	m.	PROPN
easat-2225	275	12	r.	r.	PROPN
easat-2225	275	13	k.	k.	PROPN
easat-2225	275	14	(	(	PUNCT
easat-2225	275	15	2012	2012	NUM
easat-2225	275	16	)	)	PUNCT
easat-2225	275	17	.	.	PUNCT
easat-2225	276	1	mutual	mutual	ADJ
easat-2225	276	2	fund	fund	NOUN
easat-2225	276	3	financial	financial	ADJ
easat-2225	276	4	performance	performance	NOUN
easat-2225	276	5	analysis	analysis	NOUN
easat-2225	276	6	-	-	PUNCT
easat-2225	276	7	a	a	DET
easat-2225	276	8	comparative	comparative	ADJ
easat-2225	276	9	study	study	NOUN
easat-2225	276	10	on	on	ADP
easat-2225	276	11	equity	equity	NOUN
easat-2225	276	12	diversified	diversify	VERB
easat-2225	276	13	schemes	scheme	NOUN
easat-2225	276	14	and	and	CCONJ
easat-2225	276	15	equity	equity	NOUN
easat-2225	276	16	mid	mid	ADJ
easat-2225	276	17	cap	cap	NOUN
easat-2225	276	18	schemes	scheme	NOUN
easat-2225	276	19	.	.	PUNCT
easat-2225	277	1	excel	excel	VERB
easat-2225	277	2	international	international	ADJ
easat-2225	277	3	journal	journal	NOUN
easat-2225	277	4	of	of	ADP
easat-2225	277	5	multidisciplinary	multidisciplinary	ADJ
easat-2225	277	6	management	management	NOUN
easat-2225	277	7	studies	study	NOUN
easat-2225	277	8	,	,	PUNCT
easat-2225	277	9	2(3	2(3	NUM
easat-2225	277	10	)	)	PUNCT
easat-2225	277	11	,	,	PUNCT
easat-2225	277	12	91	91	NUM
easat-2225	277	13	-	-	SYM
easat-2225	277	14	106	106	NUM
easat-2225	277	15	.	.	PUNCT
easat-2225	278	1	[	[	X
easat-2225	278	2	15	15	NUM
easat-2225	278	3	]	]	X
easat-2225	278	4	low	low	ADJ
easat-2225	278	5	,	,	PUNCT
easat-2225	278	6	s.	s.	PROPN
easat-2225	278	7	w.	w.	PROPN
easat-2225	278	8	(	(	PUNCT
easat-2225	278	9	2012	2012	NUM
easat-2225	278	10	)	)	PUNCT
easat-2225	278	11	.	.	PUNCT
easat-2225	279	1	market	market	NOUN
easat-2225	279	2	timing	timing	NOUN
easat-2225	279	3	and	and	CCONJ
easat-2225	279	4	selectivity	selectivity	NOUN
easat-2225	279	5	performance	performance	NOUN
easat-2225	279	6	:	:	PUNCT
easat-2225	279	7	a	a	DET
easat-2225	279	8	cross	cross	ADJ
easat-2225	279	9	-	-	ADJ
easat-2225	279	10	sectional	sectional	ADJ
easat-2225	279	11	analysis	analysis	NOUN
easat-2225	279	12	of	of	ADP
easat-2225	279	13	malaysian	malaysian	ADJ
easat-2225	279	14	unit	unit	NOUN
easat-2225	279	15	trust	trust	NOUN
easat-2225	279	16	funds	fund	NOUN
easat-2225	279	17	.	.	PUNCT
easat-2225	280	1	prague	prague	PROPN
easat-2225	280	2	economic	economic	ADJ
easat-2225	280	3	papers	paper	NOUN
easat-2225	280	4	,	,	PUNCT
easat-2225	280	5	2	2	NUM
easat-2225	280	6	,	,	PUNCT
easat-2225	280	7	205	205	NUM
easat-2225	280	8	-	-	SYM
easat-2225	280	9	219	219	NUM
easat-2225	280	10	.	.	PUNCT
easat-2225	281	1	[	[	X
easat-2225	281	2	16	16	NUM
easat-2225	281	3	]	]	X
easat-2225	281	4	malhotra	malhotra	PROPN
easat-2225	281	5	,	,	PUNCT
easat-2225	281	6	d.	d.	PROPN
easat-2225	281	7	k.	k.	PROPN
easat-2225	281	8	,	,	PUNCT
easat-2225	281	9	and	and	CCONJ
easat-2225	281	10	mcleod	mcleod	PROPN
easat-2225	281	11	,	,	PUNCT
easat-2225	281	12	r.	r.	PROPN
easat-2225	281	13	w.	w.	PROPN
easat-2225	281	14	(	(	PUNCT
easat-2225	281	15	1997	1997	NUM
easat-2225	281	16	)	)	PUNCT
easat-2225	281	17	.	.	PUNCT
easat-2225	282	1	an	an	DET
easat-2225	282	2	empirical	empirical	ADJ
easat-2225	282	3	analysis	analysis	NOUN
easat-2225	282	4	of	of	ADP
easat-2225	282	5	mutual	mutual	ADJ
easat-2225	282	6	fund	fund	NOUN
easat-2225	282	7	expenses	expense	NOUN
easat-2225	282	8	.	.	PUNCT
easat-2225	283	1	journal	journal	NOUN
easat-2225	283	2	of	of	ADP
easat-2225	283	3	financial	financial	ADJ
easat-2225	283	4	research	research	NOUN
easat-2225	283	5	,	,	PUNCT
easat-2225	283	6	20(2	20(2	NUM
easat-2225	283	7	)	)	PUNCT
easat-2225	283	8	,	,	PUNCT
easat-2225	283	9	175	175	NUM
easat-2225	283	10	-	-	SYM
easat-2225	283	11	190	190	NUM
easat-2225	283	12	.	.	PUNCT
easat-2225	284	1	[	[	X
easat-2225	284	2	17	17	NUM
easat-2225	284	3	]	]	X
easat-2225	284	4	malkiel	malkiel	PROPN
easat-2225	284	5	,	,	PUNCT
easat-2225	284	6	b.	b.	PROPN
easat-2225	284	7	g.	g.	PROPN
easat-2225	284	8	(	(	PUNCT
easat-2225	284	9	1995	1995	NUM
easat-2225	284	10	)	)	PUNCT
easat-2225	284	11	.	.	PUNCT
easat-2225	285	1	returns	return	NOUN
easat-2225	285	2	from	from	ADP
easat-2225	285	3	investing	invest	VERB
easat-2225	285	4	in	in	ADP
easat-2225	285	5	equity	equity	NOUN
easat-2225	285	6	mutual	mutual	ADJ
easat-2225	285	7	funds	fund	NOUN
easat-2225	285	8	1971	1971	NUM
easat-2225	285	9	to	to	ADP
easat-2225	285	10	1991	1991	NUM
easat-2225	285	11	.	.	PUNCT
easat-2225	286	1	the	the	DET
easat-2225	286	2	journal	journal	NOUN
easat-2225	286	3	of	of	ADP
easat-2225	286	4	finance	finance	NOUN
easat-2225	286	5	,	,	PUNCT
easat-2225	286	6	50(2	50(2	NUM
easat-2225	286	7	)	)	PUNCT
easat-2225	286	8	,	,	PUNCT
easat-2225	286	9	549572	549572	NUM
easat-2225	286	10	.	.	PUNCT
easat-2225	287	1	[	[	X
easat-2225	287	2	18	18	NUM
easat-2225	287	3	]	]	PUNCT
easat-2225	287	4	mannar	mannar	PROPN
easat-2225	287	5	,	,	PUNCT
easat-2225	287	6	b.	b.	PROPN
easat-2225	287	7	r.	r.	PROPN
easat-2225	287	8	,	,	PUNCT
easat-2225	287	9	and	and	CCONJ
easat-2225	287	10	subramanyam	subramanyam	NOUN
easat-2225	287	11	,	,	PUNCT
easat-2225	287	12	p.	p.	NOUN
easat-2225	287	13	(	(	PUNCT
easat-2225	287	14	2012	2012	NUM
easat-2225	287	15	)	)	PUNCT
easat-2225	287	16	.	.	PUNCT
easat-2225	288	1	statistical	statistical	ADJ
easat-2225	288	2	evaluation	evaluation	NOUN
easat-2225	288	3	and	and	CCONJ
easat-2225	288	4	comparison	comparison	NOUN
easat-2225	288	5	of	of	ADP
easat-2225	288	6	idfc	idfc	ADJ
easat-2225	288	7	nifty	nifty	ADJ
easat-2225	288	8	index	index	NOUN
easat-2225	288	9	(	(	PUNCT
easat-2225	288	10	g	g	NOUN
easat-2225	288	11	)	)	PUNCT
easat-2225	288	12	and	and	CCONJ
easat-2225	288	13	idfc	idfc	ADJ
easat-2225	288	14	nifty	nifty	ADJ
easat-2225	288	15	(	(	PUNCT
easat-2225	288	16	g	g	NOUN
easat-2225	288	17	)	)	PUNCT
easat-2225	288	18	mutual	mutual	ADJ
easat-2225	288	19	funds	fund	NOUN
easat-2225	288	20	.	.	PUNCT
easat-2225	289	1	international	international	ADJ
easat-2225	289	2	journal	journal	NOUN
easat-2225	289	3	of	of	ADP
easat-2225	289	4	innovative	innovative	ADJ
easat-2225	289	5	research	research	NOUN
easat-2225	289	6	and	and	CCONJ
easat-2225	289	7	development	development	NOUN
easat-2225	289	8	,	,	PUNCT
easat-2225	289	9	1(11	1(11	NUM
easat-2225	289	10	)	)	PUNCT
easat-2225	289	11	,	,	PUNCT
easat-2225	289	12	458	458	NUM
easat-2225	289	13	-	-	SYM
easat-2225	289	14	472	472	NUM
easat-2225	289	15	.	.	PUNCT
easat-2225	290	1	[	[	X
easat-2225	290	2	19	19	NUM
easat-2225	290	3	]	]	X
easat-2225	290	4	leland	leland	PROPN
easat-2225	290	5	,	,	PUNCT
easat-2225	290	6	h.	h.	PROPN
easat-2225	290	7	e.	e.	PROPN
easat-2225	290	8	(	(	PUNCT
easat-2225	290	9	1999	1999	NUM
easat-2225	290	10	)	)	PUNCT
easat-2225	290	11	.	.	PUNCT
easat-2225	291	1	beyond	beyond	ADP
easat-2225	291	2	mean	mean	ADJ
easat-2225	291	3	-	-	PUNCT
easat-2225	291	4	variance	variance	NOUN
easat-2225	291	5	:	:	PUNCT
easat-2225	291	6	performance	performance	NOUN
easat-2225	291	7	measurement	measurement	NOUN
easat-2225	291	8	in	in	ADP
easat-2225	291	9	a	a	DET
easat-2225	291	10	nonsymmetrical	nonsymmetrical	ADJ
easat-2225	291	11	world	world	NOUN
easat-2225	291	12	(	(	PUNCT
easat-2225	291	13	corrected	correct	VERB
easat-2225	291	14	)	)	PUNCT
easat-2225	291	15	.	.	PUNCT
easat-2225	292	1	financial	financial	ADJ
easat-2225	292	2	analysts	analyst	NOUN
easat-2225	292	3	journal	journal	NOUN
easat-2225	292	4	,	,	PUNCT
easat-2225	292	5	55(1	55(1	NOUN
easat-2225	292	6	)	)	PUNCT
easat-2225	292	7	,	,	PUNCT
easat-2225	292	8	27	27	NUM
easat-2225	292	9	-	-	SYM
easat-2225	292	10	36	36	NUM
easat-2225	292	11	.	.	PUNCT
easat-2225	293	1	[	[	X
easat-2225	293	2	20	20	NUM
easat-2225	293	3	]	]	PUNCT
easat-2225	293	4	levy	levy	NOUN
easat-2225	293	5	,	,	PUNCT
easat-2225	293	6	h.	h.	PROPN
easat-2225	293	7	(	(	PUNCT
easat-2225	293	8	1969	1969	NUM
easat-2225	293	9	)	)	PUNCT
easat-2225	293	10	.	.	PUNCT
easat-2225	294	1	a	a	DET
easat-2225	294	2	utility	utility	NOUN
easat-2225	294	3	function	function	NOUN
easat-2225	294	4	depending	depend	VERB
easat-2225	294	5	on	on	ADP
easat-2225	294	6	the	the	DET
easat-2225	294	7	first	first	ADJ
easat-2225	294	8	three	three	NUM
easat-2225	294	9	moments	moment	NOUN
easat-2225	294	10	.	.	PUNCT
easat-2225	295	1	the	the	DET
easat-2225	295	2	journal	journal	PROPN
easat-2225	295	3	of	of	ADP
easat-2225	295	4	finance	finance	NOUN
easat-2225	295	5	,	,	PUNCT
easat-2225	295	6	24(4	24(4	NUM
easat-2225	295	7	)	)	PUNCT
easat-2225	295	8	,	,	PUNCT
easat-2225	295	9	715	715	X
easat-2225	295	10	-	-	SYM
easat-2225	295	11	719	719	NUM
easat-2225	295	12	.	.	PUNCT
easat-2225	296	1	[	[	X
easat-2225	296	2	21	21	NUM
easat-2225	296	3	]	]	SYM
easat-2225	296	4	lhabitant	lhabitant	PROPN
easat-2225	296	5	,	,	PUNCT
easat-2225	296	6	f.	f.	PROPN
easat-2225	296	7	s.	s.	PROPN
easat-2225	296	8	(	(	PUNCT
easat-2225	296	9	2004	2004	NUM
easat-2225	296	10	)	)	PUNCT
easat-2225	296	11	.	.	PUNCT
easat-2225	297	1	hedge	hedge	NOUN
easat-2225	297	2	funds	fund	NOUN
easat-2225	297	3	:	:	PUNCT
easat-2225	297	4	quantitative	quantitative	ADJ
easat-2225	297	5	insights	insight	NOUN
easat-2225	297	6	.	.	PUNCT
easat-2225	298	1	john	john	PROPN
easat-2225	298	2	wiley	wiley	PROPN
easat-2225	298	3	and	and	CCONJ
easat-2225	298	4	sons	son	NOUN
easat-2225	298	5	.	.	PUNCT
easat-2225	299	1	[	[	X
easat-2225	299	2	22	22	NUM
easat-2225	299	3	]	]	X
easat-2225	299	4	kadambat	kadambat	NOUN
easat-2225	299	5	,	,	PUNCT
easat-2225	299	6	k.	k.	PROPN
easat-2225	299	7	k.	k.	PROPN
easat-2225	299	8	,	,	PUNCT
easat-2225	299	9	raghavendra	raghavendra	PROPN
easat-2225	299	10	,	,	PUNCT
easat-2225	299	11	t.	t.	PROPN
easat-2225	299	12	s.	s.	PROPN
easat-2225	299	13	,	,	PUNCT
easat-2225	299	14	and	and	CCONJ
easat-2225	299	15	singh	singh	PROPN
easat-2225	299	16	,	,	PUNCT
easat-2225	299	17	b.	b.	PROPN
easat-2225	299	18	m.	m.	PROPN
easat-2225	299	19	(	(	PUNCT
easat-2225	299	20	2015	2015	NUM
easat-2225	299	21	)	)	PUNCT
easat-2225	299	22	.	.	PUNCT
easat-2225	300	1	fund	fund	NOUN
easat-2225	300	2	manager	manager	NOUN
easat-2225	300	3	’s	’s	PART
easat-2225	300	4	performance	performance	NOUN
easat-2225	300	5	in	in	ADP
easat-2225	300	6	equity	equity	NOUN
easat-2225	300	7	linked	link	VERB
easat-2225	300	8	savings	saving	NOUN
easat-2225	300	9	schemes	scheme	NOUN
easat-2225	300	10	(	(	PUNCT
easat-2225	300	11	elss	elss	PROPN
easat-2225	300	12	)	)	PUNCT
easat-2225	300	13	of	of	ADP
easat-2225	300	14	indian	indian	ADJ
easat-2225	300	15	mutual	mutual	ADJ
easat-2225	300	16	funds	fund	NOUN
easat-2225	300	17	.	.	PUNCT
easat-2225	301	1	[	[	X
easat-2225	301	2	23	23	NUM
easat-2225	301	3	]	]	X
easat-2225	301	4	international	international	ADJ
easat-2225	301	5	journal	journal	NOUN
easat-2225	301	6	of	of	ADP
easat-2225	301	7	multidisciplinary	multidisciplinary	ADJ
easat-2225	301	8	research	research	NOUN
easat-2225	301	9	review	review	NOUN
easat-2225	301	10	,	,	PUNCT
easat-2225	301	11	1(3	1(3	NUM
easat-2225	301	12	)	)	PUNCT
easat-2225	301	13	,	,	PUNCT
easat-2225	301	14	83	83	NUM
easat-2225	301	15	-	-	SYM
easat-2225	301	16	96	96	NUM
easat-2225	301	17	.	.	PUNCT
easat-2225	302	1	[	[	X
easat-2225	302	2	24	24	NUM
easat-2225	302	3	]	]	PUNCT
easat-2225	302	4	kadane	kadane	PROPN
easat-2225	302	5	,	,	PUNCT
easat-2225	302	6	j.	j.	PROPN
easat-2225	302	7	b.	b.	PROPN
easat-2225	302	8	,	,	PUNCT
easat-2225	302	9	and	and	CCONJ
easat-2225	302	10	lazar	lazar	PROPN
easat-2225	302	11	,	,	PUNCT
easat-2225	302	12	n.	n.	PROPN
easat-2225	302	13	a.	a.	PROPN
easat-2225	302	14	(	(	PUNCT
easat-2225	302	15	2004	2004	NUM
easat-2225	302	16	)	)	PUNCT
easat-2225	302	17	.	.	PUNCT
easat-2225	303	1	methods	method	NOUN
easat-2225	303	2	and	and	CCONJ
easat-2225	303	3	criteria	criterion	NOUN
easat-2225	303	4	for	for	ADP
easat-2225	303	5	model	model	NOUN
easat-2225	303	6	selection	selection	NOUN
easat-2225	303	7	.	.	PUNCT
easat-2225	304	1	journal	journal	NOUN
easat-2225	304	2	of	of	ADP
easat-2225	304	3	the	the	DET
easat-2225	304	4	american	american	PROPN
easat-2225	304	5	statistical	statistical	PROPN
easat-2225	304	6	association	association	NOUN
easat-2225	304	7	,	,	PUNCT
easat-2225	304	8	99(465	99(465	NOUN
easat-2225	304	9	)	)	PUNCT
easat-2225	304	10	,	,	PUNCT
easat-2225	304	11	279	279	NUM
easat-2225	304	12	-	-	SYM
easat-2225	304	13	290	290	NUM
easat-2225	304	14	.	.	PUNCT
easat-2225	305	1	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN