TY  - CHAP
AB  - Abstract This research examines the use of a number of time series model structures of a moderate allocation mutual fund, PRWCX. PRWCX was rated as the top fund in its category during the past five years. The fund invests at least 50% of its total assets that the fund manager believes that have above average potential for capital growth. The remaining assets are generally invested in convertible securities, corporate and government debt bank loans, and foreign securities. Forecasting the total NAV of such a moderate allocation mutual fund, composed of an extremely large number of investments, requires a method that produces accurate results. These models are exponentially smoothing (single, double, and Winter’s Method), trend models (linear, quadratic, and exponential) are Box-Jenkins models.
VL  - 10
SN  - 978-1-78441-209-8/1477-4070
DO  - 10.1108/S1477-407020140000010001
UR  - https://doi.org/10.1108/S1477-407020140000010001
AU  - Lawrence Kenneth D.
AU  - Kleinman Gary K.
AU  - Lawrence Sheila M.
PY  - 2014
Y1  - 2014/01/01
TI  - Forecasting the Net Asset Value of PRWCX
T2  - Advances in Business and Management Forecasting
T3  - Advances in Business and Management Forecasting
PB  - Emerald Group Publishing Limited
SP  - 19
EP  - 36
Y2  - 2024/04/25
ER  -