Showing 1 - 10 of 18,722
Persistent link: https://www.econbiz.de/10003867581
Persistent link: https://www.econbiz.de/10012391494
Persistent link: https://www.econbiz.de/10000895558
Persistent link: https://www.econbiz.de/10009381408
Persistent link: https://www.econbiz.de/10009728923
Persistent link: https://www.econbiz.de/10001575062
Persistent link: https://www.econbiz.de/10000904976
Persistent link: https://www.econbiz.de/10001414526
volatility estimation. In particular, we use market microstructure theory to derive the cross-correlation function between latent …
Persistent link: https://www.econbiz.de/10013137011
Lower skill of the active management industry can imply greater fee revenue, value added, and investor performance. Such outcomes arise in a competitive equilibrium in which portfolio choices of active managers partially echo those of noise traders and also contain manager-specific noise. Both...
Persistent link: https://www.econbiz.de/10012854140