Similar Search Results

More risk, more information : how passive ownership can improve informational efficiency

Buss, Adrian; Sundaresan, Savitar - 2020

Persistent link: https://www.econbiz.de/10012228949

Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective

Bianchi, Michele Leonardo - In: The journal of asset management 16 (2015) 7, pp. 437-449

Persistent link: https://www.econbiz.de/10011455704

Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?

Benz, Lukas; Rohleder, Martin; Syryca, Janik; Wilkens, Marco - In: The journal of asset management 20 (2019) 7, pp. 534-551

Persistent link: https://www.econbiz.de/10012155319

Extreme risk and small investor behavior in developed markets

Switzer, Lorne N.; Wang, Jun; Lee, Seungho - In: The journal of asset management 18 (2017) 6, pp. 457-475

Persistent link: https://www.econbiz.de/10011844394

Glide path and dynamic asset allocation of target date funds

Yoon, Youngjun - In: The journal of asset management 11 (2010/11) 5, pp. 346-360

Persistent link: https://www.econbiz.de/10008796510

Comparing sharpe ratios : so where are the p-values?

Opdyke, John Douglas - In: The journal of asset management 8 (2007/08) 5, pp. 308-336

Persistent link: https://www.econbiz.de/10003621321

A simulation-based methodology for evaluating hedge fund investments

Molyboga, Marat; L'Ahelec, Christophe - In: The journal of asset management 17 (2016) 6, pp. 434-452

Persistent link: https://www.econbiz.de/10011648197

A greenwashing index

Gourier, Elise; Mathurin, Hélène - 2024

We construct a news-implied index of greenwashing. Our index reveals that greenwashing has become particularly prominent in the past five years. Its increase was driven by skepticism towards the financial sector, specifically ESG funds, ESG ratings and green bonds. We show that greenwashing...

Persistent link: https://www.econbiz.de/10014480177

Consumption insurance against wage risk : family labor supply and optimal progressive income taxation

Krueger, Dirk; Wu, Chunzan - 2019

Persistent link: https://www.econbiz.de/10012205793

The mispricing of equity risk : behavioral and corporate leverage factors

Ben Aissia, Dorsaf - In: The journal of asset management 18 (2017) 6, pp. 421-432

Persistent link: https://www.econbiz.de/10011844385