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Jumping over a low hurdle : personal pension fund performance
Petraki, Anastasia; Zalewska-Mitura, Anna - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 153-190
Persistent link: https://www.econbiz.de/10011796607
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Optimal investment for defined-contribution pension plans under money illusion
Wei, Pengyu; Yang, Charles - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 729-753
Persistent link: https://www.econbiz.de/10014342057
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Performance persistence and its influence on money and investor flows into Spanish pension plans
Ferruz Agudo, Luis; Vicente, Luis; Andreu, Laura - In: Review of quantitative finance and accounting 32 (2009) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003803554
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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Endowment spending in volatile markets : what should fiduciaries do?
Blume, Marshall E. - In: Review of quantitative finance and accounting 35 (2010) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10008990243
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Portfolio performance and accounting measures of earnings : an alternative look at usefulness
Kim, Jeong-bon; Lipka, Roland; Sami, Heibatollah - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10009507971
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The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S. - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10011333146