"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Year of publication: |
November 2015
|
---|---|
Authors: | Costa, Bruce A. ; Jakob, Keith ; Niblock, Scott J. ; Sinnewe, Elisabeth |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 6, p. 386-400
|
Subject: | Australia | Carhart | equity | mutual funds | stock indexes | performance | Aktienindex | Stock index | Australien | Benchmarking | Investmentfonds | Investment Fund | Aktienfonds | Equity fund | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income |
-
Composite stock price index (IHSG) macro factor in investment in stock (equity funds)
Desfiandi, Andi, (2017)
-
UK equity mutual fund alphas make a comeback
Mateus, Irina Bezhentseva, (2016)
-
Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Liu, Bin, (2016)
- More ...
-
Risk-adjusted returns of socially responsible mutual funds II : how do they stack up in Australia?
Niblock, Scott J., (2020)
-
Risk-Adjusted Returns of Socially Responsible Mutual Funds : How Do They Stack Up?
Costa, Bruce A., (2013)
-
Costa, Bruce A., (2018)
- More ...