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Individual investor activity and performance

Dahlquist, Magnus; Martinez, Jose Vicente; Söderlind, Paul - 2012

Persistent link: https://www.econbiz.de/10009502465

Performance and characteristics of Swedish mutual funds 1993 - 97

Dahlquist, Magnus; Engström, Stefan; Söderlind, Paul - 1999

Persistent link: https://www.econbiz.de/10001399192

Optimizing tracking error-constrained portfolios

Maxwell, Michael; Daly, Michael; Thomson, Daniel; Van … - In: Applied economics 50 (2018) 54, pp. 5846-5858

Persistent link: https://www.econbiz.de/10012062920

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

Portfolio performance under tracking error and benchmark volatility constraints

Hausner, Jan Frederick; Van Vuuren, Gary - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 94-111

Purpose: Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in both high volatility period (HV) and low volatility period (LV)....

Persistent link: https://www.econbiz.de/10012598597