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Portfolio returns and manager activity : how to decompose tracking error into security selection and market timing
Ekholm, Anders G. - In: Journal of empirical finance 19 (2012) 3, pp. 349-358
Persistent link: https://www.econbiz.de/10009615678
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New evidence on the impact of fees on mutual fund performance of two types of funds
Mansor, F.; Bhatti, Muhammad Ishaq; Mohamed Ariff - In: Journal of international financial markets, … 35 (2015), pp. 102-115
Persistent link: https://www.econbiz.de/10011474760
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The performance of diversified emerging market equity funds
Basu, Anup K.; Huang-Jones, Jason - In: Journal of international financial markets, … 35 (2015), pp. 116-131
Persistent link: https://www.econbiz.de/10011474764
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Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000
Chen, Doris; Dempsey, Michael; Lajbcygier, Paul - In: Journal of international financial markets, … 37 (2015), pp. 162-177
Persistent link: https://www.econbiz.de/10011475058
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Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
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Beta dispersion and market timing
Kuntz, Laura-Chloé - In: Journal of empirical finance 59 (2020), pp. 235-256
Persistent link: https://www.econbiz.de/10012437978