Narrow search
Showing 1 - 10 of 20
Cover Image
Why is timing perverse?
Matallín-Sáez, Juan Carlos; Moreno, David; … - In: The European journal of finance 21 (2015) 13/15, pp. 1334-1356
Persistent link: https://www.econbiz.de/10011419882
Cover Image
Mutual fund performance attribution and market timing using portfolio holdings
Andreu, Laura; Matallín-Sáez, Juan Carlos; Sarto, … - In: International review of economics & finance : IREF 57 (2018), pp. 353-370
Persistent link: https://www.econbiz.de/10012033883
Cover Image
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
Cover Image
On the informativeness of persistence for evaluating mutual fund performance using partial frontiers
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Omega : the international journal of management science 42 (2014), pp. 47-64
Persistent link: https://www.econbiz.de/10010204527
Cover Image
Mutual fund performance and changes in factor exposure
Bessler, Wolfgang; Conlon, Thomas; Mingo-López, Diego … - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10013188114
Cover Image
The role of passive effects in the relationship between active management and short-term performance : evidence from mutual fund portfolio holdings
Matallín-Sáez, Juan Carlos; Mingo-López, Diego Víctor de - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530829
Cover Image
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
Cover Image
Does active management add value? : new evidence from a quantile regression approach
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1734-1751
Persistent link: https://www.econbiz.de/10012214768
Cover Image
Is ethical money sensitive to past returns? : the case of portfolio constraints and persistence in Islamic funds
Abd-Elsalam, Omneya H.; Duygun, Meryem; … - In: Journal of financial services research : JFSR 51 (2017) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10011777288
Cover Image
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