Similar Search Results

Market overreaction and underreaction : tests of the directional and magnitude effects

Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482

Persistent link: https://www.econbiz.de/10010259386

Performance of international and global equity mutual funds : do country momentum and sector momentum matter?

Breloer, Bernhard; Scholz, Hendrik; Wilkens, Marco - In: Journal of banking & finance 43 (2014), pp. 58-77

Persistent link: https://www.econbiz.de/10010408359

Academic, practitioner, and investor perspectives on factor investing

Cerniglia, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 10-16

Persistent link: https://www.econbiz.de/10011878262

The performance of individual investors in structured financial products

Entrop, Oliver; McKenzie, Michael D.; Wilkens, Marco; … - In: Review of quantitative finance and accounting 46 (2016) 3, pp. 569-604

Persistent link: https://www.econbiz.de/10011595479

Management of flow risk in mutual funds

Rohleder, Martin; Schulte, Dominik; Wilkens, Marco - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 31-56

Persistent link: https://www.econbiz.de/10011796593

Portfolio selection with conservative short-selling

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 18 (2016), pp. 363-369

Persistent link: https://www.econbiz.de/10011657303

The Performance of Individual Investors in Structured Financial Products

Entrop, Oliver - 2016

This paper is the first to measure individual investors' realized risk-adjusted performance in structured financial products, which represent one of the key financial innovations in recent times. Based on a large database of trades and portfolio holdings for 10,652 retail investors in discount...

Persistent link: https://www.econbiz.de/10013007778

Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?

Benz, Lukas; Rohleder, Martin; Syryca, Janik; Wilkens, Marco - In: The journal of asset management 20 (2019) 7, pp. 534-551

Persistent link: https://www.econbiz.de/10012155319

Finding value using momentum

Pani, Bijon; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 264-283

Persistent link: https://www.econbiz.de/10012802503

Herds on green meadows : the decarbonization of institutional portfolios

Benz, Lukas; Jacob, Andrea; Paulus, Stefan; Wilkens, Marco - In: The journal of asset management 21 (2020) 1, pp. 13-31

Persistent link: https://www.econbiz.de/10012292747

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