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French investment funds during the crisis (2008 - 2012)

Bouloux, Alain-Nicolas; Fourel, Gisèle - In: Banque de France bulletin / Quarterly selection of articles 30 (2013), pp. 45-69

Persistent link: https://www.econbiz.de/10010201528

Funds and portfolio management institutions in France : some recent trends

Métais, Joe͏̈l - 1991

Persistent link: https://www.econbiz.de/10000128628

Revisiting the Fama and French model: an application to funds of funds using nonlinear methods

Dubé, Eric; Gignac, Clément; Racicot, François-Éric - In: Funds of hedge funds : performance, assessment, …, (pp. 287-307). 2006

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The bank bias : segmentation of French fund families

Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10002434896

The risk in hedge fund strategies : theory and evidence from trend followers

Fung, William; Hsieh, David A. - In: The review of financial studies 14 (2001) 2, pp. 313-341

Persistent link: https://www.econbiz.de/10001570560

Mutual Fund Separation and the Fama, French, Carhart Factors

Saxena, Konark - 2013

I estimate a mean-variance efficient (MVE) portfolio assuming that the MVE frontier is spanned by optimal portfolios that fund managers offer to heterogeneous investors. Consistent with predictions of mutual fund separation, the estimated MVE portfolio can price the cross section of portfolios...

Persistent link: https://www.econbiz.de/10013084038