techniques, the paper provides evidence in the sense that the rate of return and the employed population are the main …

return (measured by Jensen’s alpha) and risk (beta) for mutual funds. While only some fund managers publish biographic …

This paper investigates the abnormal return generated through a dynamic equity indexing strategy and the extent to … dispersion and show that it is a leading indicator for the abnormal return, where their relationship is based on a switching … process of two market regimes. The entire abnormal return is associated with only one of the regimes and this is the prevalent …