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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Wermers, Russ"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Wermers, Russ
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ECONIS (ZBW)
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Cashflow timing vs. discount-rate timing : an examination of mutual fund market-timing skills
Lan, Chunhua
;
Wermers, Russ
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 694-713
Persistent link: https://www.econbiz.de/10014513397
Saved in:
2
Uncommon value : the characteristics and investment performance of contrarian funds
Wei, Kelsey D.
;
Wermers, Russ
;
Yao, Tong
- In:
Management science : journal of the Institute for …
61
(
2015
)
10
,
pp. 2394-2414
Persistent link: https://www.econbiz.de/10011386151
Saved in:
3
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
;
Scaillet, Olivier
;
Wermers, Russ
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10003923940
Saved in:
4
Measuring mutual fund performance with characteristic-based benchmarks
Daniel, Kent
;
Grinblatt, Mark
;
Titman, Sheridan
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1035-1058
Persistent link: https://www.econbiz.de/10001225617
Saved in:
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