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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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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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Academic knowledge dissemination in the mutual fund industry : can mutual funds successfully adopt factor investing strategies?
Gelderen, Eduard van; Huij, Joop - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 157-167
Persistent link: https://www.econbiz.de/10010487707
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Accelerating learning in active management : the Alpha-Brier process
Cerniglia, Joseph A.; Tetlock, Philip E. - In: The journal of portfolio management : a publication of … 45 (2019) 5, pp. 125-135
Persistent link: https://www.econbiz.de/10012116097
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Performance characteristics of individually-managed versus team-managed mutual funds
Bliss, Richard T.; Potter, Mark E.; Schwarz, Christopher - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 110-119
Persistent link: https://www.econbiz.de/10003727654
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Analyzing valuation measures : a performance horse race over the past 40 years
Gray, Wesley R.; Vogel, Jack - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 112-121
Persistent link: https://www.econbiz.de/10009670636
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On the expected performance of market timing strategies
Hallerbach, Winfried G. - In: The journal of portfolio management : a publication of … 40 (2014) 4, pp. 42-51
Persistent link: https://www.econbiz.de/10010487088