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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
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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
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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
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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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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
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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
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Market volatility and hedge fund returns in emerging markets
Cao, B.; Jayasuriya, Shamila A. - In: Applied financial economics 21 (2011) 22/24, pp. 1691-1701
Persistent link: https://www.econbiz.de/10009385052
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Hedge funds and the housing bubble
Giannikos, Christos; Guirguis, Hany S.; Schizas, Panagiotis - In: Applied financial economics 24 (2014) 16/18, pp. 1063-1073
Persistent link: https://www.econbiz.de/10010419039
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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
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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