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Herding behavior : evidence from Portuguese mutual funds

Lobão, Júlio; Serra, Ana Paula - In: Diversification and portfolio management of mutual funds, (pp. 167-197). 2007

Persistent link: https://www.econbiz.de/10003410798

GHAUS asset allocation

Estrada, Javier - In: The journal of asset management 17 (2016) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011485122

Mean-semivariance behaviour : an alternative behavioural model

Estrada, Javier - In: Journal of emerging market finance 3 (2004) 3, pp. 231-248

Persistent link: https://www.econbiz.de/10002498141

Black swans and market timing : how not to generate alpha

Estrada, Javier - In: The journal of investing 17 (2008) 3, pp. 20-34

Persistent link: https://www.econbiz.de/10003786426

Black swans, market timing and the Dow

Estrada, Javier - In: Applied economics letters 16 (2009) 10/12, pp. 1117-1121

Persistent link: https://www.econbiz.de/10003886655

Geometric mean maximization : an overlooked portfolio approach?

Estrada, Javier - In: The journal of investing 19 (2010) 4, pp. 134-147

Persistent link: https://www.econbiz.de/10009309136

Stocks, bonds, risk, and the holding period : an international perspective

Estrada, Javier - In: The journal of wealth management 16 (2013/14) 2, pp. 25-44

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Rethinking risk

Estrada, Javier - In: The journal of asset management 15 (2014) 4, pp. 239-259

Persistent link: https://www.econbiz.de/10010476241

Fundamental indexation and international diversification

Estrada, Javier - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 93-109

Persistent link: https://www.econbiz.de/10003727653

Multifactor Funds vs. Homemade Factor Diversification Strategies

Estrada, Javier - 2023

Multifactor funds, which offer factor diversification neatly packaged in one product, have a rather short but poor track record; these funds have largely underperformed widely-available broad market funds. This article evaluates the performance of multifactor funds relative to two homemade factor...

Persistent link: https://www.econbiz.de/10014349953