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A new method to estimate risk and return of nontraded assets from cash flows : the case of private equity funds
Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 511-535
Persistent link: https://www.econbiz.de/10009672538
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Performance characteristics of hedge funds and commodity funds : natural vs. spurious biases
Fung, William; Hsieh, David A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 291-307
Persistent link: https://www.econbiz.de/10001522458
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
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Beta active hedge fund management
Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
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On the style-based feedback trading of mutual fund managers
Frijns, Bart; Gilbert, Aaron; Zwinkels, Remco C. J. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 771-800
Persistent link: https://www.econbiz.de/10011610112
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Mutual fund performance evaluation and best clienteles
Chrétien, Stéphane; Kammoun, Manel - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1577-1604
Persistent link: https://www.econbiz.de/10011928398
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Passive versus active fund performance : do index funds have skill?
Crane, Alan D.; Crotty, Kevin - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10011929399
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Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos; Tolikas, Konstantinos - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
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New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299
Persistent link: https://www.econbiz.de/10011743963