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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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European mutual funds and portfolio's country exposure : does active management add value?
Rodríguez, Javier - In: Applied financial economics 18 (2008) 7/9, pp. 683-689
Persistent link: https://www.econbiz.de/10003739321
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Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management
Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331
Persistent link: https://www.econbiz.de/10003779485
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Evaluating the style-based risk model for equity mutual funds investing in Europe
Papadamou, Stephanos; Stephanides, George - In: Applied financial economics 14 (2004) 10, pp. 751-760
Persistent link: https://www.econbiz.de/10002111066
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Portfolio size effect in retirement accounts : what does it imply for lifecycle asset allocation funds?
Basu, Anup K.; Drew, Michael E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 61-72
Persistent link: https://www.econbiz.de/10003852128
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Fund of funds, portable alpha, and portfolio optimization
Chen, Peng; Jiang, George J.; Zhu, Kevin X. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 79-92
Persistent link: https://www.econbiz.de/10003852142
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A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...
Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186
This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...
Persistent link: https://www.econbiz.de/10003886017
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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The empirical law of active management : perspectives on the declining skill of US fund managers
Sénéchal, Edouard - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 121-132
Persistent link: https://www.econbiz.de/10008737989
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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582