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The index premium and its hidden cost for index funds
Petajisto, Antti - In: Journal of empirical finance 18 (2011) 2, pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
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Anticipatory effects in the FTSE 100 index revisions
Fernandes, Marcelo; Mergulhão, João - In: Journal of empirical finance 37 (2016), pp. 79-90
Persistent link: https://www.econbiz.de/10011662945
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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Style momentum within the S&P-500 index
Chen, Hsiu-lang; De Bondt, Werner Franciscus Marcel - In: Journal of empirical finance 11 (2004) 4, pp. 483-507
Persistent link: https://www.econbiz.de/10002145207
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Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - In: Journal of empirical finance 7 (2000) 3/4, pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
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Follow the leader : index tracking with factor models
Jiang, Pan; Perez, M. Fabricio - In: Journal of empirical finance 64 (2021), pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
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Partial moments and indexation investment strategies
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of empirical finance 67 (2022), pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
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On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
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International conditional asset allocation under specification uncertainty
Barras, Laurent - In: Journal of empirical finance 14 (2007) 4, pp. 443-464
Persistent link: https://www.econbiz.de/10003609902
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Portfolio returns and manager activity : how to decompose tracking error into security selection and market timing
Ekholm, Anders G. - In: Journal of empirical finance 19 (2012) 3, pp. 349-358
Persistent link: https://www.econbiz.de/10009615678