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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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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
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Anreizeffekte bei Performance Fees mit stochastischem Benchmark
Reichling, Peter - In: Personal, (pp. 105-128). 1997
Persistent link: https://www.econbiz.de/10001321194
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Static Fund Separation of Long Term Investments
Guasoni, Paolo - 2012
This paper proves a class of static fund separation theorems, valid for investors with a long horizon and constant relative risk aversion, and with stochastic investment opportunities. An optimal portfolio decomposes as a constant mix of a few preference-free funds, which are common to all...
Persistent link: https://www.econbiz.de/10013114549
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Does the choice of stock selection criteria affect the performance of Sharīʿah-compliant equity portfolios?
Raza, Muhammad Wajid - In: ISRA international journal of islamic finance : an … 13 (2021) 2, pp. 264-280
Purpose There are a number of differences in the current Sharīʿah screening guidelines formulated by Sharīʿah scholars associated with world-renowned index providers and financial institutions. The purpose of this study is to highlight the consequences of such differences on the portfolio...
Persistent link: https://www.econbiz.de/10012664021
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Mutual Fund Selection : From Theory to Practice
Levy, Moshe; Roll, Richard - 2024
“The title of the book by Moshe Levy and Richard Roll is very apt indeed: Mutual Fund Selection: From Theory to … previous theory and offers a new approach for those concerned with future performance. I found the book to be excellent and … finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under …
Persistent link: https://www.econbiz.de/10015072141
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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594