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Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds

Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965

Persistent link: https://www.econbiz.de/10010415991

Aggregate hedge funds' flows and returns

Beltratti, Andrea; Morana, Claudio - In: Applied financial economics 18 (2008) 18/21, pp. 1755-1764

Persistent link: https://www.econbiz.de/10003800246

Performance persistence and the source of returns for hedge funds

Harri, Ardian; Brorsen, B. Wade - In: Applied financial economics 14 (2004) 2, pp. 131-141

Persistent link: https://www.econbiz.de/10001909672

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

Performance measures: advantages of linear risk penalization

Ferruz Agudo, Luis; Gómez-Bezares, Fernando; Vargas, María - In: Applied financial economics 19 (2009) 1/3, pp. 73-85

This work corrects the risk quotient penalization carried out by the Sharpe and Treynor ratios, which, assuming normality in returns distribution, are equivalent to classifying the funds according to the probability of their returns being below that of the risk-free asset, without considering...

Persistent link: https://www.econbiz.de/10003825818

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

Impact of ETF inception on the valuation and trading of component stocks

Madura, Jeff; Ngo, Thanh - In: Applied financial economics 18 (2008) 10/12, pp. 995-1007

Persistent link: https://www.econbiz.de/10003739515

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

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

Evaluation of performance and conditional information : the case of Spanish mutual funds

Ferruz Agudo, Luis; Magallón, Maria Vargas; Sarto, … - In: Applied financial economics 16 (2006) 11, pp. 803-817

Persistent link: https://www.econbiz.de/10003351002