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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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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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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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Which stocks drive the size, value, and momentum anomalies and for how long? : evidence from a statistical leverage analysis
Aretz, Kevin; Aretz, Marc - In: Financial markets and portfolio management 30 (2016) 1, pp. 19-61
Persistent link: https://www.econbiz.de/10011485921
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Are economically significant bond returns explained by corporate news? : an examination of the German corporate bond market
Janner, Steve; Schmidt, Daniel - In: Financial markets and portfolio management 29 (2015) 3, pp. 271-298
Persistent link: https://www.econbiz.de/10011350192
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Profitable momentum trading strategies for individual investors
Foltice, Bryan; Langer, Thomas - In: Financial markets and portfolio management 29 (2015) 2, pp. 85-113
Persistent link: https://www.econbiz.de/10011350215
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Momentum strategies of German mutual funds
Franck, Alexander; Walter, Andreas - In: Financial markets and portfolio management 27 (2013) 3, pp. 306-332
Persistent link: https://www.econbiz.de/10009780263