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1
Generalized tests of investment fund performance
Laurini, Márcio Poletti
;
Monteiro, Rogério da Costa
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10010402887
Saved in:
2
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre
-
2003
Persistent link: https://www.econbiz.de/10001754325
Saved in:
3
Optimal allocation to time-series and cross-sectional momentum
Schmid, Olivier
;
Wirth, Patrick
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 160-179
Persistent link: https://www.econbiz.de/10012486058
Saved in:
4
The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng
;
Ahluwalia, Harshdeep Singh
; …
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
Saved in:
5
Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob
;
Zheng, Fangze
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
Saved in:
6
Firm-specific industries, volatility, and return : a text-based network industrial classification approach
Abdoh, Hussein
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 184-196
Persistent link: https://www.econbiz.de/10012613452
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7
Tactical asset allocation with the relative total return cape
Peláez, Rolando F.
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 180-191
Persistent link: https://www.econbiz.de/10012486059
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8
Methodische Fortschritte in der Kapitalanlage : die Verwendung quantitativer und qualitativer Verfahren in der Prognose, dem Handel sowie der Portfoliokonstruktion
Cengiz, Cetin
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009010414
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9
Performance evaluation with information on portfolio compositions
Hwang, Sun-wung
;
Park, Jinwoo
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
5
,
pp. 710-730
Persistent link: https://www.econbiz.de/10009566676
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10
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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