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Benchmarking measures of investment perfomance with perfect-foresight and bankrupt asset allocation strategies
Grauer, Robert R. - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 43-57
Persistent link: https://www.econbiz.de/10003769555
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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Diversifying in public real estate: the ex-post performance
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: The journal of asset management 8 (2007/08) 6, pp. 361-373
Persistent link: https://www.econbiz.de/10003632521
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The problems and challenges of high-yield bond benchmarking
Levine, Robert; Drucker, Eve; Rosenthal, Steven - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 93-98
Persistent link: https://www.econbiz.de/10008652148
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Constraint attribution
Stubbs, Robert A.; Vandenbussche, Dieter - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 48-59
Persistent link: https://www.econbiz.de/10008652171
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Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
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Quantitative or momentum-based multi-style rotation? : UK experience
Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381
Persistent link: https://www.econbiz.de/10003924923
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Markov-switching asset allocation : do profitable strategies exist?
Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboüé, André - In: The journal of asset management 12 (2011) 5, pp. 310-321
Persistent link: https://www.econbiz.de/10009377004
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Investment choice and performance potential in the mutual fund industry
Adams, Zeno; Füss, Roland; Wohlschiess, Volker - In: The journal of asset management 13 (2012) 2, pp. 84-101
Persistent link: https://www.econbiz.de/10009550617
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Review of the performance and robustness of several investment strategies applied to an international equity portfolio
Nguyen, Tristan; Wörtche, Gerhard - In: The journal of asset management 13 (2012) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10009550630