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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

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

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

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