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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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The role of gender for the risk-shifting behavior of hedge fund and CTA managers
Ahmadpour, Kobra; Frömmel, Michael - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459159
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
Ali, Fahad; Ülkü, Numan - In: Finance research letters 41 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013336158