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~isPartOf:"Decision"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of asset management"
~isPartOf:"Working papers / Harvard Business School, Division of Research"
~subject:"Conditional performance evaluation"
~subject:"Financial forecasting"
~subject:"Finanzanalyse"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"investment management"
~subject:"pension fund"
~type:"article"
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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2
Market timing abilities of Indian mutual fund managers : an empirical analysis
Dhar, Joyjit
;
Mandal, Kumarjit
- In:
Decision
41
(
2014
)
3
,
pp. 299-311
Persistent link: https://www.econbiz.de/10010412743
Saved in:
3
Skilled monkey or unlucky manager?
Vermorken, Maximilian
;
Gendebien, Marc
;
Vermorken, Alphons
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 267-277
Persistent link: https://www.econbiz.de/10010237948
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