Similar Search Results

Style analysis of funds of hedge funds: measurement of asset allocation and style drift

Schwindler, Oliver A.; Oehler, Andreas - In: Funds of hedge funds : performance, assessment, …, (pp. 145-169). 2006

Persistent link: https://www.econbiz.de/10003377724

Do mutual fund ratings provide valuable information for retail investors? : empirical evidence on ratings non-persistence and the risk of mutual fund closure

Oehler, Andreas; Höfer, Andreas; Horn, Matthias; … - 2014

Persistent link: https://www.econbiz.de/10010530847

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 375-389

Persistent link: https://www.econbiz.de/10001705067

Investor sentiment in Japanese and US daily mutual fund flows

Brown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; … - 2002

Persistent link: https://www.econbiz.de/10001710085

Investor sentiment in Japanese and US daily mutual fund flows

Brown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; … - 2003

Persistent link: https://www.econbiz.de/10001737143

Institutional herding in bond markets

Oehler, Andreas (contributor); … - 2000

Persistent link: https://www.econbiz.de/10001915271

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - 2000

Persistent link: https://www.econbiz.de/10001508928

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - 2000

Persistent link: https://www.econbiz.de/10001456001

Behavioral factors in mutual fund flows

Goetzmann, William N.; Massa, Massimo; Rouwenhorst, K. Geert - 2000

Persistent link: https://www.econbiz.de/10001517730

Style Analysis of Funds of Hedge Funds : Measurement of Asset Allocation and Style Drift

Schwindler, Oliver Alexander - 2010

The main purpose of the study is to reveal how accurate Sharpe's style analysis model is in the context of the analysis of funds of hedge funds. Therefore, we analyse the influence of the three parameters of a style analysis model, which are defined by the user: the number of indices which are...

Persistent link: https://www.econbiz.de/10013139309