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~person:"Mateus, Cesario"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Benchmarking
5
Performance measurement
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Performance-Messung
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Capital income
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Investmentfonds
4
Kapitaleinkommen
4
Portfolio selection
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performance ranking
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Benchmark
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Mutual fund benchmark mismatch
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active peer benchmark
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benchmark-adjusted alphas
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non-zero benchmark alphas
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optimization algorithm
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Aufsatz in Zeitschrift
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Mateus, Cesario
Joo, Seong-Jong
17
Min, Ho-key
16
Platen, Eckhard
12
Mahapatra, Siba Sankar
11
Datta, Saurav
10
Goncharuk, Anatoliy G.
9
Ruiz, José L.
9
Sirvent, Inmaculada
8
Camanho, Ana Santos
7
Meybodi, Mohammad Z.
7
Ahn, Heinz
6
Bogetoft Pedersen, Peter
6
Saen, Reza Farzipoor
6
Sahu, Anoop Kumar
6
Yasin, Mahmoud M.
6
Ajodhia, Virendra
5
An, Qingxian
5
Costa, Marcelo Azevedo
5
Fawcett, Stanley E.
5
Gunasekaran, Angappa
5
Helo, Petri
5
Hong, Paul
5
Liang, Liang
5
Miguel, Paulo Augusto Cauchick
5
Min, Hyesung
5
Pollitt, Michael G.
5
Riechmann, Christoph F.
5
Scarsi, Gian Carlo
5
Sinha, Ram Pratap
5
Tao, Xiangyang
5
Tavana, Madjid
5
Wu, Jie
5
Azadi, Majid
4
Costa, Bruce A.
4
Duffie, Darrell
4
Etienne, Eisenhower C.
4
Fabozzi, Frank J.
4
Forsyth, Peter A.
4
Furtado, Pedro
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The journal of asset management
2
Applied economics
1
International journal of finance & economics : IJFE
1
The European journal of finance
1
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ECONIS (ZBW)
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Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Todorovic, …
- In:
Applied economics
56
(
2024
)
11
,
pp. 1268-1282
Persistent link: https://www.econbiz.de/10014470970
Saved in:
2
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:
3
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:
4
Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
Mateus, Irina Bezhentseva
;
Mateus, Cesario
;
Todorovic, …
- In:
The European journal of finance
25
(
2019
)
12
,
pp. 1077-1098
Persistent link: https://www.econbiz.de/10012207063
Saved in:
5
Alphas in disguise : a new approach to uncovering them
Chinthalapati, V. L. Raju
;
Mateus, Cesario
;
Todorovic, …
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 234-243
Persistent link: https://www.econbiz.de/10011960309
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