The outperformance probability of mutual funds
Year of publication: |
2019
|
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Authors: | Frahm, Gabriel ; Huber, Ferdinand |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 3/108, p. 1-29
|
Subject: | exchange traded funds | inverse coefficient of variation | mutual funds | outperformance probability | performance measurement | Sharpe ratio | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Wahrscheinlichkeitsrechnung | Probability theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Impact-Factor : 0.79 (Stand 2019) Kein SJR Faktor Kein H-Index |
Other identifiers: | 10.3390/jrfm12030108 [DOI] hdl:10419/239038 [Handle] |
Classification: | G11 - Portfolio Choice ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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