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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

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

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

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

Realized betas and the cross-section of expected returns

Morana, Claudio - In: Applied financial economics 19 (2009) 16/18, pp. 1371-1381

What explains the cross section of expected returns for the 25 size/value Fama-French (FF) portfolios? It is found that modelling time-varying betas is important to explain the cross section of expected returns, as well as to comply with the time series restriction on Jensen-alpha. Support for a...

Persistent link: https://www.econbiz.de/10003886197