Narrow search
Showing 1 - 10 of 468
Cover Image
Disposition effect and mutual fund performance
Ammann, Manuel; Ising, Alexander; Kessler, Stephan - In: Applied financial economics 22 (2012) 1/3, pp. 1-19
Persistent link: https://www.econbiz.de/10009419587
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Modelling skewness and elongation in financial returns : the case of exchanged-traded funds
Jaggia, Sanjiv; Kelly, Alison - In: Applied financial economics 19 (2009) 16/18, pp. 1305-1316
Recent studies have documented the importance of asymmetry and tail-fatness of returns on portfolio-choice, asset-pricing, value-at-risk and option-valuation models. This article explores the nature of skewness and elongation in daily Exchange-traded Fund (ETF) return distributions using g, h...
Persistent link: https://www.econbiz.de/10003886164
Cover Image
Stock returns and aggregate mutual fund flows : a system approach
Cha, Heung-joo; Kim, Jaebeom - In: Applied financial economics 20 (2010) 19/21, pp. 1493-1498
Persistent link: https://www.econbiz.de/10009011598
Cover Image
Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
Babalos, Vassilios; Mamatzakis, Emmanuel C.; Philippas, … - In: Applied financial economics 23 (2013) 7/9, pp. 629-647
Persistent link: https://www.econbiz.de/10009750643
Cover Image
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
Cover Image
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