Similar Search Results

Bias in beta und Performancemessung mittels Jensens alpha

Breuer, Wolfgang - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 8, pp. 446-450

Persistent link: https://www.econbiz.de/10001777699

Mutual fund flows and expected stock returns in Germany : the role of the benchmark and of expectation biases

Breuer, Wolfgang; Stotz, Olaf - In: Diversification and portfolio management of mutual funds, (pp. 138-166). 2007

Persistent link: https://www.econbiz.de/10003410792

Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds

Breuer, Wolfgang; Gürtler, Marc - In: Performance of mutual funds : an international perspective, (pp. 127-151). 2007

Persistent link: https://www.econbiz.de/10003427238

Performance evaluation, portfolio selection, and HARA utility

Breuer, Wolfgang; Gürtler, Marc - In: The European journal of finance 12 (2006) 8, pp. 649-669

Persistent link: https://www.econbiz.de/10003396182

Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation

Breuer, Wolfgang; Gürtler, Marc - 2005 - This Version: 2007-03-15

We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings. Direct stock holdings are either exogenously or endogenously determined. In our theoretical section, we...