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The forecasting ability of world mutual funds
Rodríguez, Javier - In: Studies in economics and finance 31 (2014) 2, pp. 130-140
Persistent link: https://www.econbiz.de/10011336790
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Do Portuguese mutual funds display forecasting skills? : a study on selectivity and market timing ability
Velos Neto, Nuno Manuel; Lobão, Júlio; Vieira, … - In: Studies in economics and finance 34 (2017) 4, pp. 597-631
Persistent link: https://www.econbiz.de/10011961109
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Entropy risk factor model of exchange rate prediction
Stanley, Darrol J.; Efremidze, Levan; Rossouw, Jannie - In: International journal of financial research 8 (2017) 3, pp. 51-56
Persistent link: https://www.econbiz.de/10011779652
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Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of Economic Dynamics and Control 36 (2012) 10, pp. 1600-1625
This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement...
Persistent link: https://www.econbiz.de/10011051975