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Estimating the dynamics of mutual fund alphas and betas
Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10003716154
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Mutual fund risk and market share-adjusted fund flows
Spiegel, Matthew; Zhang, Hong - In: Journal of financial economics 108 (2013) 2, pp. 506-528
Persistent link: https://www.econbiz.de/10009749327
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Private value components, and the winner's curse in an art index
Goetzmann, William N. - In: European economic review : EER 39 (1995) 3, pp. 549-555
Persistent link: https://www.econbiz.de/10001181578