Narrow search
Showing 1 - 10 of 73
Cover Image
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184
Cover Image
Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A.; Ferson, Wayne E.; Glassman, Debra A. - 1996
Persistent link: https://www.econbiz.de/10000613958
Cover Image
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David - In: The economic journal : the journal of the Royal … 106 (1996) 438, pp. 1175-1192
Persistent link: https://www.econbiz.de/10001207280
Cover Image
Return-based classification of absolute ruturn funds
Gerlach, Philipp; Maurer, Raimond - In: The journal of asset management 16 (2015) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10011411953
Cover Image
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
Cover Image
Longevity: a new asset class
Blake, David - In: The journal of asset management 19 (2018) 5, pp. 278-300
Persistent link: https://www.econbiz.de/10011942562
Cover Image
New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299
Persistent link: https://www.econbiz.de/10011743963
Cover Image
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
Cover Image
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910