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Revisiting the Fama and French model: an application to funds of funds using nonlinear methods
Dubé, Eric; Gignac, Clément; Racicot, François-Éric - In: Funds of hedge funds : performance, assessment, …, (pp. 287-307). 2006
Persistent link: https://www.econbiz.de/10003377788
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Mutual Fund Separation and the Fama, French, Carhart Factors
Saxena, Konark - 2013
I estimate a mean-variance efficient (MVE) portfolio assuming that the MVE frontier is spanned by optimal portfolios that fund managers offer to heterogeneous investors. Consistent with predictions of mutual fund separation, the estimated MVE portfolio can price the cross section of portfolios...
Persistent link: https://www.econbiz.de/10013084038
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Is the Fama French three-factor model relevant? : evidence from Islamic unit trust funds
Shahrin Saaid Shaharuddin; Lau, Wee-Yeap; Rubi Ahmad - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 4, pp. 21-34
Persistent link: https://www.econbiz.de/10011963888
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Performance evaluation of religious funds
Das, Praveen K.; Uma Rao, S. P.; Boudreaux, Denis - In: International journal of financial research 8 (2017) 4, pp. 240-247
Persistent link: https://www.econbiz.de/10011782519
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Noisy factors
Akey, Pat; Robertson, Adriana Z.; Simutin, Mikhail - 2021
Persistent link: https://www.econbiz.de/10012886426
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Ex-Post Analyse von Anlageempfehlungen
Elsenhuber, Ulrike Barbara - 2003
Persistent link: https://www.econbiz.de/10001793218
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Performance measures and investment decisions : evidence from international stock markets
Pasricha, Laurel; Dhanda, Neelam - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 290-313
Persistent link: https://www.econbiz.de/10013255836
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Timing deutscher Investmentfonds : eine empirische Analyse
Scherer, Bernd - 1993
Persistent link: https://www.econbiz.de/10000889980
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Zweistufige Performancemessung im Portfolio Management : ein Konzept zur Messung und Attribution von Anleger- und Managementeinflüssen
Rehkugler, Heinz; Schmidt- von Rhein, Andreas; Roth, Hanno - 1997 - 2., durchges. und korrigierte Aufl
Persistent link: https://www.econbiz.de/10000954218
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The instantaneous capital market line
Nielsen, Lars Tyge; Vassalou, Maria - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 651-664
Persistent link: https://www.econbiz.de/10003347033