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The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10009780275
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Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing; Cheng, Tingting; Yan, Cheng - In: Journal of empirical finance 49 (2018), pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
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The long and the short of convertible arbitrage : an empirical examination of arbitrageurs' holding periods
Marle, Mats van; Verwijmeren, Patrick - In: Journal of empirical finance 44 (2017), pp. 237-249
Persistent link: https://www.econbiz.de/10011818027
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Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang; Xu, Simon; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 109-130
Persistent link: https://www.econbiz.de/10011808555
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Can investors benefit from the performance of alternative UCITS funds?
Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Financial markets and portfolio management 31 (2017) 1, pp. 69-111
Persistent link: https://www.econbiz.de/10011944596
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Hedge funds and optimal asset allocation : Bayesian expectations and spanning tests
Bessler, Wolfgang; Holler, Julian; Kurmann, Philipp - In: Financial markets and portfolio management 26 (2012) 1, pp. 109-141
Persistent link: https://www.econbiz.de/10009553663
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Funds of hedge funds : performance, risk and capital formation 2005 to 2010
Edelman, Daniel; Fung, William; Hsieh, David A.; Naik, … - In: Financial markets and portfolio management 26 (2012) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10009553665
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Evaluating absolute return managers
Pojarliev, Momtchil; Levich, Richard M. - In: Financial markets and portfolio management 28 (2014) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10010249631
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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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Beyond mean-variance : assessing hedge fund performance in a non-parametric world
Hassouni, Afrae; Pirotte, Hugues - In: Financial markets and portfolio management 36 (2022) 4, pp. 473-488
Persistent link: https://www.econbiz.de/10013431703