Showing 1 - 10 of 161
Persistent link: https://www.econbiz.de/10000915842
conditional Sharpe ratio, the latter of which incorporates time-varying volatility in the predictive regression framework …
Persistent link: https://www.econbiz.de/10013064939
Persistent link: https://www.econbiz.de/10000939555
Persistent link: https://www.econbiz.de/10011813356
Persistent link: https://www.econbiz.de/10013474424
Persistent link: https://www.econbiz.de/10012508216
Persistent link: https://www.econbiz.de/10009764346
This paper implements strategies that use macroeconomic variables to select European equity mutual funds, including Pan-European, country, and sector funds. We find that several macro-variables are useful in locating funds with future outperformance, and that countryspecific mutual funds provide...
Persistent link: https://www.econbiz.de/10009705491
Persistent link: https://www.econbiz.de/10001171356
Persistent link: https://www.econbiz.de/10000924239