Similar Search Results - EconBiz

Better than the original? : the relative success of copycat funds

Verbeek, Marno; Wang, Yu - In: Journal of banking & finance 37 (2013) 9, pp. 3454-3471

Persistent link: https://www.econbiz.de/10010126394

Information content when mutual funds deviate from benchmarks

Jiang, Hao; Verbeek, Marno; Wang, Yu - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2038-2053

Persistent link: https://www.econbiz.de/10010403577

Information Content When Mutual Funds Deviate from Benchmarks

Jiang, Hao - 2013

The consensus wisdom of active mutual fund managers, as reflected in their average over- and underweighting decisions, contains valuable information about future stock returns. Analyzing a comprehensive sample of active U.S. equity funds 1984-2008, we find that stocks heavily overweighted by...

Persistent link: https://www.econbiz.de/10013093749

Evaluating portfolio value-at-risk using semi-parametric GARCH models

Rombouts, Jeroen V. K. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002505827

Selecting copulas for risk management

Kole, Erik; Koedijk, Kees; Verbeek, Marno - 2006

Persistent link: https://www.econbiz.de/10003322651

Portfolio implications of systemic crises

Kole, Erik; Koedijk, Kees; Verbeek, Marno - In: Journal of banking & finance 30 (2006) 8, pp. 2347-2369

Persistent link: https://www.econbiz.de/10003355801

Forecast accuracy and economic gains from Bayesian model averaging using time varying weights

Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009

Persistent link: https://www.econbiz.de/10003861024

On the use of multifactor models to evaluate mutual fund performance

Huij, Joop; Verbeek, Marno - In: Financial management 38 (2009) 1, pp. 75-102

Persistent link: https://www.econbiz.de/10003851324

Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights

Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 251-269

Persistent link: https://www.econbiz.de/10003951847

Real estate in an ALM framework : the case of fair value accounting

Brounen, Dirk; Porras Prado, Melissa; Verbeek, Marno - In: Real estate economics : journal of the American Real … 38 (2010) 4, pp. 775-804

Persistent link: https://www.econbiz.de/10008810572

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