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~isPartOf:"Financial markets and portfolio management"
~subject:"Data-Envelopment-Analyse"
~subject:"Investment Fund"
~subject:"Theorie"
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Data-Envelopment-Analyse
Investment Fund
Theorie
Performance measurement
12
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8
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Financial markets and portfolio management
Omega : the international journal of management science
61
European journal of operational research : EJOR
51
The journal of portfolio management : JPM
28
International journal of production research
27
Benchmarking : an international journal ; BIJ
24
Journal of banking & finance
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SpringerLink / Bücher
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Socio-economic planning sciences : the international journal of public sector decision-making
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International journal of production economics
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Finance research letters
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International journal of productivity and quality management : IJPQM
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Applied economics
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Journal of the Operational Research Society : OR
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NBER working paper series
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Working paper / Centre for Financial Research
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Journal of management accounting research : JMAR
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The European journal of finance
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The accounting review : a publication of the American Accounting Association
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The journal of alternative investments
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Applied economics letters
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Gabler Edition Wissenschaft
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European financial management : the journal of the European Financial Management Association
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International journal of services and operations management
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Journal of business research : JBR
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Research in international business and finance
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Star rating, fund flows and performance predictability : evidence from Norway
Aasheim, Linn K.
;
Miguel, António F.
;
Ramos, Sofia B.
- In:
Financial markets and portfolio management
36
(
2022
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10013175195
Saved in:
2
Beyond mean-variance : assessing hedge fund performance in a non-parametric world
Hassouni, Afrae
;
Pirotte, Hugues
- In:
Financial markets and portfolio management
36
(
2022
)
4
,
pp. 473-488
Persistent link: https://www.econbiz.de/10013431703
Saved in:
3
Can investors benefit from the performance of alternative UCITS funds?
Busack, Michael
;
Drobetz, Wolfgang
;
Tille, Jan
- In:
Financial markets and portfolio management
31
(
2017
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10011944596
Saved in:
4
The win-loss ratio as an ability signal of mutual fund managers : a measure that is less influenced by luck
Chung, Y. Peter
;
Kim, Thomas
- In:
Financial markets and portfolio management
29
(
2015
)
4
,
pp. 301-335
Persistent link: https://www.econbiz.de/10011444859
Saved in:
5
Corporate sustainability in asset pricing models and mutual funds performance measurement
Walker, Thomas J.
;
Lopatta, Kerstin
;
Kaspereit, Thomas
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 363-407
Persistent link: https://www.econbiz.de/10010467393
Saved in:
6
Why not use SDF rather than beta models in performance measurement?
Gusset, Jonas
;
Zimmermann, Heinz
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 307-336
Persistent link: https://www.econbiz.de/10010467437
Saved in:
7
The low return distortion of the Sharpe ratio
Auer, Benjamin R.
- In:
Financial markets and portfolio management
27
(
2013
)
3
,
pp. 299-306
Persistent link: https://www.econbiz.de/10009780275
Saved in:
8
The conditional performance of US mutual funds over different market regimes : do different types of ethical screens matter?
Areal, Nelson
;
Cortez, Maria Céu
;
Silva, Florinda
- In:
Financial markets and portfolio management
27
(
2013
)
4
,
pp. 397-429
Persistent link: https://www.econbiz.de/10010203008
Saved in:
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