Similar Search Results

The relation between past flows and future performance : simple investment strategies in the mutual fund sector

Rohleder, Martin - In: International Journal of Financial Studies : open … 3 (2015) 1, pp. 3-30

In the mutual fund literature, it is an established fact that investors "chase past performance". However, the opposite impact of flows on performance is widely discussed. Mainly, liquidity costs are held responsible for short-term erosion of performance, while high inflows enhance performance...

Persistent link: https://www.econbiz.de/10010482147

Tangent portfolio weights without explicitly specified expected returns

Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190

Persistent link: https://www.econbiz.de/10010415936

Maximizing excess return per unit variance : a novel investment management objective

Glabadanidis, Paskalis - In: The journal of asset management 17 (2016) 7, pp. 486-501

Persistent link: https://www.econbiz.de/10011648208

Bond mutual funds and complex investments

Natter, Markus; Rohleder, Martin; Schulte, Dominik; … - In: The journal of asset management 18 (2017) 6, pp. 433-456

Persistent link: https://www.econbiz.de/10011844388

Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?

Benz, Lukas; Rohleder, Martin; Syryca, Janik; Wilkens, Marco - In: The journal of asset management 20 (2019) 7, pp. 534-551

Persistent link: https://www.econbiz.de/10012155319