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Effect of social screening on funds' performance : empirical evidence of European equity funds
Fernández Sánchez, José L.; Luna Sotorrío, Ladislao - In: Spanish journal of finance and accounting 43 (2014) 161, pp. 91-109
Persistent link: https://www.econbiz.de/10011479011
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Market timing and selectivity : an empirical investigation of European mutual fund performance
Oliveira, Luís; Salen, Tomás; Curto, José Dias; … - In: International journal of economics and finance 11 (2019) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011995106
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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: Economics letters 181 (2019), pp. 203-207
Persistent link: https://www.econbiz.de/10012121794
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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The risk-adjusted performance of Alternative Investment Funds and UCITS : a comparative analysis
Camilleri, Silvio John; Farrugia, Ritienne - In: International journal of economics and finance 10 (2018) 7, pp. 23-37
Persistent link: https://www.econbiz.de/10011881755
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On the informativeness of persistence for evaluating mutual fund performance using partial frontiers
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Omega : the international journal of management science 42 (2014), pp. 47-64
Persistent link: https://www.econbiz.de/10010204527
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Do alternative UCITS deliver what they promise? : a comparison of alternative UCITS and hedge funds
Busack, Michael; Drobetz, Wolfgang; Tille, Jan - In: Applied financial economics 24 (2014) 13/15, pp. 949-965
Persistent link: https://www.econbiz.de/10010415991
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Performance evaluation with information on portfolio compositions
Hwang, Sun-wung; Park, Jinwoo - In: Asia-Pacific journal of financial studies 40 (2011) 5, pp. 710-730
Persistent link: https://www.econbiz.de/10009566676
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Mutual fund performance evaluation using data envelopment analysis with higher moments
Pendaraki, Konstantina - In: Journal of applied finance & banking 2 (2012) 5, pp. 97-112
The mutual fund industry has experienced huge growth internationally, becoming one of the primary vehicles through which individuals and most institutions invest in capital markets. Thus, the evaluation of the performance of mutual funds has become a very interesting research topic both for...
Persistent link: https://www.econbiz.de/10009673743