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~isPartOf:"Applied financial economics letters"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Berument, Hakan"
~person:"Faff, Robert W."
~person:"Maurer, Raimond"
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Berument, Hakan
Faff, Robert W.
Maurer, Raimond
Ferruz Agudo, Luis
6
Vivek Singh
6
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5
Lee, Cheng F.
5
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Applied financial economics letters
Review of quantitative finance and accounting
Applied financial economics
8
CFS working paper series
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Australian journal of management
6
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Dieses Arbeitspapier ist ebenfalls als Beitrag erschienen in: AbsolventUM e.V. und Universität Mannheim (Hrsg.): 2. Mannheimer Alumni-Tag, Mannheim 2003, S. 197 - 211
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1
Style analysis, customized benchmarks, and managed funds : new evidence
Holmes, Kathryn A.
;
Faff, Robert W.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 253-258
Persistent link: https://www.econbiz.de/10003807574
Saved in:
2
Style drift and fund performance in up and down markets : Australian evidence
Holmes, Kathryn A.
;
Faff, Robert W.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 395-398
Persistent link: https://www.econbiz.de/10003808149
Saved in:
3
Analysing the performance of managed funds using the wavelet multiscaling method
In, Francis Haeuck
;
Kim, Sangbae
;
Marisetty, Vijaya
; …
- In:
Review of quantitative finance and accounting
31
(
2008
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10003711406
Saved in:
4
Evidence of feedback trading with Markov switching regimes
Dean, Warren G.
;
Faff, Robert W.
- In:
Review of quantitative finance and accounting
30
(
2008
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
Saved in:
5
The relation between R&D intensity and future market returns : does expensing versus capitalization matter?
Chan, Howard Wei-hong
;
Faff, Robert W.
;
Gharghori, Philip
; …
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10003600061
Saved in:
6
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
7
Effect of S&P500's return on emerging markets : Turkish experience
Berument, Hakan
;
Ince, Onur
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 59-64
Persistent link: https://www.econbiz.de/10002550157
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