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isPartOf:"The journal of asset management"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Estimation"
~subject:"Portfolio-Management"
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The journal of asset management
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Benchmarking : an international journal ; BIJ
7
Investment performance measurement : evaluating and presenting results
7
NBER working paper series
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Discussion paper / Centre for Economic Policy Research
5
NBER Working Paper
5
The journal of portfolio management : a publication of Institutional Investor
5
Asia-Pacific financial markets
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
3
Active index investing : maximizing portfolio performance and minimizing risk through global index strategies
3
Applied economics
3
Discussion paper
3
Discussion papers / CEPR
3
Economic modelling
3
European journal of operational research : EJOR
3
Finance research letters
3
IFA working paper
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of investment management : JOIM
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
The journal of trading
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Advanced bond portfolio management : best practices in modeling and strategies
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
2
Applied financial economics letters
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ECONIS (ZBW)
12
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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
Complementary or contradictory? : combining returns-based and characteristics-based investment style analysis
Mason, Andrew
;
McGroarty, Frank
;
Thomas, Stephen
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 423-438
Persistent link: https://www.econbiz.de/10010258473
Saved in:
4
Benchmark buyer beware : how well do you know your index?
Hamilos, Paul A.
;
Ribando, Jason M.
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 89-99
Persistent link: https://www.econbiz.de/10011442965
Saved in:
5
Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco
;
Yao, Juan
;
Oehler, Patrick J.
; …
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
Saved in:
6
"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:
7
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:
8
Benchmark replication portfolio strategies
Glabadanidis, Paskalis
;
Zolotoy, Leon
- In:
The journal of asset management
14
(
2013
)
2
,
pp. 95-110
Persistent link: https://www.econbiz.de/10009765826
Saved in:
9
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:
10
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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