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The Forestry Investment Total Return (FITR) Index

Fitzgerald, Colm - In: The journal of alternative investments : JAI 23 (2021) 4, pp. 131-150

Persistent link: https://www.econbiz.de/10012503292

Endowment performance

Ennis, Richard M. - In: The journal of investing : JOI 30 (2021) 3, pp. 6-20

Persistent link: https://www.econbiz.de/10012503313

Beta active hedge fund management

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a strategy with a specified benchmark, and develop the basic statistical properties of its maximum-likelihood estimator in a Brownian-motion framework. The given results are used to...

Persistent link: https://www.econbiz.de/10012025291

Exchange-traded funds as an international diversification tool for socially responsible investors

Rodríguez, Javier; Romero, Herminio - In: The journal of wealth management 22 (2019) 3, pp. 98-102

Persistent link: https://www.econbiz.de/10012135031

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299

Persistent link: https://www.econbiz.de/10011743963

Hedge fund alpha : cycle or sunset?

Sullivan, Rodney N. - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 55-79

Persistent link: https://www.econbiz.de/10012423014

Deconstructing ESG ratings performance : risk and return for E, S, and G by time horizon, sector, and weighting

Giese, Guido; Nagy, Zoltán; Lee, Linda-Eling - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 94-111

Persistent link: https://www.econbiz.de/10012423064

Risk-return performances of real estate investment funds in Turkey including the Covid-19 period

Çamlibel, Mehmet Emre; Sümer, Levent; Hepşen, Ali - In: International journal of strategic property management 25 (2021) 4, pp. 267-277

Persistent link: https://www.econbiz.de/10013415344

Mutual fund performance benchmarking using a quadratic directional distance function approach

Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47

Persistent link: https://www.econbiz.de/10011344303