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Active share and the predictability of the performance of separate accounts
Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10013167455
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Smart rebalancing
Arnott, Robert D.; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51
Persistent link: https://www.econbiz.de/10014576170
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Maximum drawdown as predictor of mutual fund performance and flows
Riley, Timothy B.; Yan, Qing - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 59-76
-of-sample alpha of 2.40% per year. That alpha is magnified when markets are turbulent—a time during which manager skill should be most …
Persistent link: https://www.econbiz.de/10013417615