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Nonsimultaneous prices and the evaluation of managed portfolios in Spain

Basarrate Urízar, Begoña; Rubio, Gonzalo - In: Applied financial economics 9 (1999) 3, pp. 273-281

Persistent link: https://www.econbiz.de/10001454515

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

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

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

Optimal diversification across mutual funds

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Performance persistence in Spanish funds

Vicente, Luis; Ferruz Agudo, Luis - In: Applied financial economics 15 (2005) 18, pp. 1305-1313

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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

Aggregate market returns and UK unit trust net acquisitions

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Feedbacks between mutual fund flows and security returns : evidence from the Greek capital market

Caporale, Guglielmo Maria; Philippas, Nikolaos; Pittis, … - In: Applied financial economics 14 (2004) 14, pp. 981-989

Persistent link: https://www.econbiz.de/10002377735

Persistence of mutual fund operating characteristics : returns, turnover rates, and expense ratios

Droms, William G.; Walker, David - In: Applied financial economics 11 (2001) 4, pp. 457-466

Persistent link: https://www.econbiz.de/10001595077

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