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Maringer, Dietmar G. - 2005

Persistent link: https://www.econbiz.de/10003099097

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Portfolio management with heuristic optimization

Maringer, Dietmar - 2005

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Models or Stars : The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment

Evans, Richard B. - 2018

-adjusted performance ranking of all US equity funds and highly correlated to CAPM alphas. After the change, the ranking was calculated …'s correlation to Fama-French (FF3) alphas. Flows strongly correlate with CAPM alphas before the change, but are strongly related to … strongly correlate with FF3 before and after the change, but are unrelated to CAPM. Over the broader time period, we find …

Persistent link: https://www.econbiz.de/10012907676