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No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
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Complementary or contradictory? : combining returns-based and characteristics-based investment style analysis
Mason, Andrew; McGroarty, Frank; Thomas, Stephen - In: The journal of asset management 14 (2013) 6, pp. 423-438
Persistent link: https://www.econbiz.de/10010258473
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Portfolio performance ambiguity and benchmark inefficiency revisited
Kryzanowski, Lawrence; Rahman, Abdul H. - In: The journal of asset management 9 (2008/09) 5, pp. 321-332
Persistent link: https://www.econbiz.de/10003794328
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Do style benchmarks differ?
Puttonen, Vesa; Seppä, Tatu - In: The journal of asset management 7 (2007) 6, pp. 425-428
Persistent link: https://www.econbiz.de/10003439387
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Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy
Hest, Tim van; De Waegenaere, Anja - In: The journal of asset management 8 (2007/08) 3, pp. 176-187
Persistent link: https://www.econbiz.de/10003543584
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
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Benchmark replication portfolio strategies
Glabadanidis, Paskalis; Zolotoy, Leon - In: The journal of asset management 14 (2013) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10009765826
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The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.; McMillan, David G. - In: The journal of asset management 13 (2012) 4, pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
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Benchmark buyer beware : how well do you know your index?
Hamilos, Paul A.; Ribando, Jason M. - In: The journal of asset management 17 (2016) 2, pp. 89-99
Persistent link: https://www.econbiz.de/10011442965
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386