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The performance of actively and passively managed Swiss equity funds
Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10003832157
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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Performance evaluation with stochastic discount factors
Farnsworth, Heber; Ferson, Wayne E.; Jackson, David; … - In: The journal of business : B 75 (2002) 3, pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
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Has hedge fund alpha disappeared?
Ammann, Manuel; Huber, Otto; Schmid, Markus M. - In: Journal of investment management : JOIM 9 (2011) 1, pp. 50-71
Persistent link: https://www.econbiz.de/10008908873
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Fixed income fund performance across economic states
Ferson, Wayne E.; Kisgen, Darren; Henry, Tyler - In: Research in finance 23 (2006), pp. 1-62
Persistent link: https://www.econbiz.de/10003753429
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Prior performance and risk-taking of mutual fund managers : a dynamic Bayesian network approach
Ammann, Manuel; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 20-34
Persistent link: https://www.econbiz.de/10003496687
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The factor structure of mutual fund flows
Ferson, Wayne E. - In: International Journal of Portfolio Analysis and Management 1 (2012) 2, pp. 112-143
Persistent link: https://www.econbiz.de/10009765947
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Disposition effect and mutual fund performance
Ammann, Manuel; Ising, Alexander; Kessler, Stephan - In: Applied financial economics 22 (2012) 1/3, pp. 1-19
Persistent link: https://www.econbiz.de/10009419587
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Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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Factor exposure variation and mutual fund performance
Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - In: Financial analysts journal : FAJ 76 (2020) 4, pp. 101-118
Persistent link: https://www.econbiz.de/10012313177