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An empirical analysis of risk and return in world stock markets

Malhotra, Davinder Kumar - In: Journal of global business : JGB ; journal of the … 7 (1996) 13, pp. 7-17

Persistent link: https://www.econbiz.de/10001220704

Are all gold medal mutual funds equally efficient?

Malhotra, Davinder Kumar; Malhotra, Rashmi; Nydick, … - In: Applications of management science : Vol. 21, (pp. 13-26). 2022

Persistent link: https://www.econbiz.de/10013433335

Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs

Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187

Persistent link: https://www.econbiz.de/10010197618

Performance of alternative mutual funds : the average investor's hedge fund

Kanuri, Srinidhi; MacLeod, Robert W. - In: Financial services review : the journal of individual … 23 (2014) 2, pp. 93-121

Persistent link: https://www.econbiz.de/10010407522

Performance of Alternative Mutual Funds : The Average Investor's Hedge Fund

Kanuri, Srinidhi - 2015

Alternative Mutual Funds (AMFs) follow strategies similar to those of hedge funds and seek returns uncorrelated with the market. We analyze the performance of AMFs for the period January, 1998 through December, 2011 using the Carhart four-factor model and the Fung-Hsieh seven-factor model. Our...

Persistent link: https://www.econbiz.de/10013033455