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On the source of contrarian and momentum strategies in the Italian equity market
Mengoli, Stefano - In: International review of financial analysis 13 (2004) 3, pp. 301-331
Persistent link: https://www.econbiz.de/10002115117
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Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
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Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Marshall, Andrew P.; Tang, Leilei - In: International review of financial analysis 20 (2011) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10009295930
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A bootstrap test for predictability of asset returns
Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
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A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth; Chen, Fang - In: Finance research letters 25 (2018), pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
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On the uncertainty of art market returns
Charlin, Ventura; Cifuentes, Arturo - In: Finance research letters 21 (2017), pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
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International stock return predictability : evidence from new statistical tests
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
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Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
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Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243
Persistent link: https://www.econbiz.de/10009492131