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Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

Optimal diversification across mutual funds

Moreno, David; Rodríguez, Rosa - In: Applied financial economics 23 (2013) 1/3, pp. 119-122

Persistent link: https://www.econbiz.de/10009719022

Empirical evidence on the determinants of the stock market reaction to product and market diversification announcements

Jones, Edward A. E.; Danbolt, Jo - In: Applied financial economics 15 (2005) 9, pp. 623-629

Persistent link: https://www.econbiz.de/10002954816

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

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

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

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

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

Style analysis and dominant index timing : an application to Australian multi-sector managed funds

Holmes, Kathryn A.; Faff, Robert W.; Clacher, Iain - In: Applied financial economics 20 (2010) 4/6, pp. 293-301

Using a returns-based style analysis approach, we develop a dominant timing indicator to measure each fund's ability to take advantage of movements in their dominant passive index. We apply this to a sample of Australian multi-sector funds over the period 1990 to 2005. We find evidence that the...

Persistent link: https://www.econbiz.de/10003963122