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Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit; Deb, Soumya Guha - In: International journal of financial engineering 11 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
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Private equity : strategies for improving performance
Bird, Ron; Liem, Harry; Thorp, Susan - 2011
Persistent link: https://www.econbiz.de/10009500934
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Does the day-of-the-week effect exist in other asset classes? : investigation of the globally listed private equity markets
Steinborn, Marcel - In: Studies in economics and finance 41 (2024) 1, pp. 102-124
Persistent link: https://www.econbiz.de/10014467191
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Feedback trading and closed-end country fund returns
Reyes, Mario - In: Journal of emerging markets 13 (2008) 3, pp. 47-58
Persistent link: https://www.econbiz.de/10003823713
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Empirical analysis of risk measurement of Chinese mutual funds
Yang, Ju - In: Quantitative financial risk management, (pp. 3-14). 2011
Persistent link: https://www.econbiz.de/10009301459
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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS
Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10011286014
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Mutual fund performance in Tunisia : a multivariate GARCH approach
Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51
Persistent link: https://www.econbiz.de/10009759915
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Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
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The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach
Queslati, Abdelmonem; Hammami, Yacine; Jilani, Faouzi - In: Research in international business and finance 31 (2014), pp. 57-73
Persistent link: https://www.econbiz.de/10010434018
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Dynamic hedge fund portfolio construction
Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10009272647