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Survival, look-ahead bias ant [and] the persistence in hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733013
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The dynamics of the impact of past performance on mutual fund flows
Goriaev, Aleksej P. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639099
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Market timing : a decomposition of mutual fund returns
Swinkels, Laurens (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830133
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On the empirical evidence of mutual fund strategic risk taking
Goriaev, Aleksej P. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001553991
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Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001528578
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The constrained equal award rule for bankruptcy problems with a priori unions
Casas-Méndez, Balbina; Borm, Peter; Carpente, Luisa; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718053
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How to cope with division problems under interval uncertainty of claims?
Brânzei, Rodica; Dimitrov, Dinko; Pickl, Stefan; Tijs, Stef - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718080
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A composite run-to-the-bank rule for multi-issue allocation situations
González-Alcón, Carlos (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784517
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Compromise solutions for bankruptcy situations with references
Pulido, M.; Borm, Peter; Hendrickx, R.; Llorca, N.; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773790