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Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses

Bange, Mary M.; Khang, Kenneth; Miller, Thomas W. - In: Journal of empirical finance 15 (2008) 3, pp. 363-386

Persistent link: https://www.econbiz.de/10003759188

Return momentum and global portfolio allocations

Bange, Mary M.; Miller, Thomas W. - In: Journal of empirical finance 11 (2004) 4, pp. 429-459

Persistent link: https://www.econbiz.de/10002145183

Separating Portfolio Performance into Opportunity, Foresight, and Active Management Risk

Khang, Kenneth - 2011

We introduce a decomposition showing precisely how actively-managed portfolio returns can be separated into three measurable components that we call Opportunity, Foresight, and Active Management Risk. Opportunity reflects the degree to which the investment opportunity set contains exploitable...

Persistent link: https://www.econbiz.de/10013133301

Mutual fund performance components : an application to asset allocation mutual funds

Khang, Kenneth; Miller, Thomas W. - In: Applied economics 54 (2022) 25, pp. 2933-2948

Persistent link: https://www.econbiz.de/10013171143

Capital market forecasts of economic growth : new tests for Germany, Japan, and the United States

Bange, Mary M. - In: Quarterly journal of business and economics : QJBE 35 (1996) 4, pp. 3-17

Persistent link: https://www.econbiz.de/10001209669

Do the portfolios of small investors reflect positive feedback trading?

Bange, Mary M. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 239-255

Persistent link: https://www.econbiz.de/10001510059

Board composition, board effectiveness, and the observed form of takeover bids

Bange, Mary M.; Mazzeo, Michael A. - In: The review of financial studies 17 (2004) 4, pp. 1185-1215

Persistent link: https://www.econbiz.de/10002396535

R&D budgets and corporate earnings targets

Bange, Mary M. - In: The journal of corporate finance : contracting, … 4 (1998) 2, pp. 153-184

Persistent link: https://www.econbiz.de/10001249127

The role of the capital markets as leading indicators : evidence from twelve OECD countries

Bange, Mary M. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 133-171). 1994

Persistent link: https://www.econbiz.de/10001286944

The effect of inflation on the natural rate of output : experimental evidence

Bange, Mary M. (contributor) - In: Applied economics 29 (1997) 9, pp. 1191-1199

Persistent link: https://www.econbiz.de/10001227183