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isPartOf:"The journal of asset management"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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The journal of asset management
Benchmarking : an international journal ; BIJ
5
Applied economics letters
4
Journal of banking & finance
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International review of economics & finance : IREF
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The journal of portfolio management : a publication of Institutional Investor
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CESifo working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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1
Do smart beta ETFs deliver persistent performance?
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Soggiu, Marco
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012292862
Saved in:
2
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
Mateus, Irina Bezhentseva
;
Mateus, Cesario
;
Todorovic, …
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10012059737
Saved in:
3
"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.
;
Jakob, Keith
;
Niblock, Scott J.
; …
- In:
The journal of asset management
16
(
2015
)
6
,
pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
Saved in:
4
The real benchmark of DAX index products and the influence of information dissemination : a natural experiment
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
The journal of asset management
15
(
2014
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10010384769
Saved in:
5
The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
Saved in:
6
Portfolio performance ambiguity and benchmark inefficiency revisited
Kryzanowski, Lawrence
;
Rahman, Abdul H.
- In:
The journal of asset management
9
(
2008/09
)
5
,
pp. 321-332
Persistent link: https://www.econbiz.de/10003794328
Saved in:
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