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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama; Fabozzi, Frank J. - In: Applied economics 49 (2017) 7, pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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An examination of UK unit trust performance within the Arbitrage Pricing Theory framework
Fletcher, Jonathan - In: Review of quantitative finance and accounting 8 (1997) 2, pp. 91-107
Persistent link: https://www.econbiz.de/10001590881
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Testing index-based models in UK stock returns
Davies, J. R.; Fletcher, Jonathan; Marshall, Andrew P. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
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An examination of alternative factor models in UK stock returns
Fletcher, Jonathan - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001748008
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Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
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A flexible approach to estimate the equity premium
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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Household search choice : theory and evidence
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 43 (2011) 25/27, pp. 3835-3847
Persistent link: https://www.econbiz.de/10009380610
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529