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Taxes and the growth in mutual funds : evidence from OBRA 93
Murphy, Frank; Stekelberg, James - In: Journal of accounting and public policy 40 (2021) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012545499
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The clientele effect around the turn of the year : evidence from the bond markets
Kotomin, Vladimir - In: Journal of economics and finance : JEF 45 (2021) 4, pp. 637-653
Persistent link: https://www.econbiz.de/10012656309
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Equity closed-end fund discounts and taxes
Paudel, Shishir; Silveri, Sabatino; Wu, Mark - In: Review of financial economics : RFE 41 (2023) 3, pp. 269-282
Persistent link: https://www.econbiz.de/10014336152
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Kontrolle und Entlohnung von Spezialfonds als Instrument der Vermögensanlage von Versicherungsunternehmen
Maurer, Raimond - 1996
Persistent link: https://www.econbiz.de/10000562130
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Zweistufige Performancemessung im Portfolio Management : ein Konzept zur Messung und Attribution von Anleger- und Managementeinflüssen
Rehkugler, Heinz; Schmidt- von Rhein, Andreas; Roth, Hanno - 1997 - 2., durchges. und korrigierte Aufl
Persistent link: https://www.econbiz.de/10000954218
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Essays in financial economics
Wachter, Jessica - 2000
Persistent link: https://www.econbiz.de/10003280740
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Mutual funds flows and the "Sheriff of Nottingham" effect
Milone, Luciano Marcello; Pellizzari, Paolo - In: Artificial economics : the generative method in …, (pp. 117-128). 2009
Persistent link: https://www.econbiz.de/10003889415
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Connected stocks
Antón, Miguel; Polk, Christopher - 2010
Persistent link: https://www.econbiz.de/10003969416
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Style representation and portfolio choice
Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011377484
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Tail event driven ASset allocation : evidence from equity and mutual funds’ markets
Härdle, Wolfgang; Lee, David Kuo Chuen; Nasekin, Sergey; … - 2015
Classical asset allocation methods have assumed that the distribution of asset returns is smooth, well behaved with stable statistical moments over time. The distribution is assumed to have constant moments with e.g., Gaussian distribution that can be conveniently parameterised by the first two...
Persistent link: https://www.econbiz.de/10011349525