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Idiosyncratic risk and mutual fund performance

Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019

Persistent link: https://www.econbiz.de/10012135878

Low-β investing with mutual funds

Nanigian, David - In: Financial services review : the journal of individual … 23 (2014) 4, pp. 361-383

Persistent link: https://www.econbiz.de/10011392044

More risk, more information : how passive ownership can improve informational efficiency

Buss, Adrian; Sundaresan, Savitar - 2020

Persistent link: https://www.econbiz.de/10012228949

Galton's Error and the under-representation of systematic risk

Los, Cornelis Albertus - In: Journal of banking & finance 23 (1999) 12, pp. 1793-1829

Persistent link: https://www.econbiz.de/10001428991

Simulating the effects of fund valuation policies on the measurement of risk in venture capital

Grossi, Tom - In: The journal of private equity 10 (2006) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10003421365

Risk and Income Effects on Closed-End Funds Using Derived CAPM Valuation Model

Cheng, Joseph - 2015

CAPM, which may be considered a breakthrough in the field of closed-end funds since a formula for estimating the …

Persistent link: https://www.econbiz.de/10013019765

Arbitrage, Idiosyncratic Risk and the Rationality of Discounts on Closed-End Funds

Gemmill, Gordon - 2011

We examine the roles of rational and behavioural factors in explaining long-run premiums/discounts on closed-end funds, using evidence on equity funds from the US and UK. Although the processes by which fund prices converge towards long-run premiums or discounts are similar in the two countries,...

Persistent link: https://www.econbiz.de/10013128561