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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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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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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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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
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The inclusion of hedge funds in Swiss pension fund portfolios
Favre, Laurent; Galéano, José-Antonio - In: Financial markets and portfolio management 15 (2001) 4, pp. 450-472
Persistent link: https://www.econbiz.de/10001865101
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Hedge fund incentives, management commitment and survivorship
Qiu, Judy; Tang, Leilei; Walter, Ingo - In: Financial markets and portfolio management 32 (2018) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10011951936
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Empirische Untersuchungen zur Bedeutung makroökonomischer Faktoren für Aktienrenditen am deutschen Kapitalmarkt
Bessler, Wolfgang; Opfer, Heiko - In: Financial markets and portfolio management 17 (2003) 4, pp. 412-436
Persistent link: https://www.econbiz.de/10001998934
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Active portfolio management, implied expected returns, and analyst optimism
Stotz, Olaf - In: Financial markets and portfolio management 19 (2005) 3, pp. 261-275
Persistent link: https://www.econbiz.de/10003278784