Short term persistence in mutual fund market timing and stock selection abilities
Year of publication: |
2011
|
---|---|
Authors: | Benos, Evangelos ; Jochec, Marek |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 7.2011, 2, p. 221-246
|
Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Welt | World | 1999-2007 |
-
Hedge fund's performance black box : an exposé on fixed income arbitrage returns
Baeuml, Matthias, (2009)
-
Funds of hedge funds: bias and persistence in returns
Capocci, Daniel, (2006)
-
Pricing of listed private equity : risk and return, net asset values, and loss aversion
Lahr, Henry, (2010)
- More ...
-
Can mutual funds time risk factors?
Benos, Evangelos, (2010)
-
Patriotic name bias and stock returns
Benos, Evangelos, (2013)
-
Benos, Evangelos, (2007)
- More ...