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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
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Decomposition of mutual fund underperformance
Hu, Jin-li; Chang, Tzu-pu - In: Applied financial economics letters 4 (2008) 4/6, pp. 363-367
Persistent link: https://www.econbiz.de/10003807805
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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
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An empirical study of realized and long-memory GARCH standardized stock-return
Chin, Wen Cheong; Abu Hassan Shaari Mohd Nor; Isa, Zaidi - In: Applied financial economics letters 3 (2007) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10003540293