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A state-of-the-art fund performance index : higher-order omega and its consistency with almost stochastic dominance
Lu, Hengzhen; Zhang, Yingying; Xiao, Ling; Dhesi, Gurjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20
This paper provides a mathematical proof and theoretical analysis of the one-to-one consistency between higher-order Omega and Almost Stochastic Dominance rules when evaluating fund performance. The consistency between higher-order Omega and Almost Nth-degree Stochastic Dominance reinforces the...
Persistent link: https://www.econbiz.de/10013471446
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Offenlegungspolitik von Investmentfonds : Fondsrisiko, Portfoliooptimalität und Performance
Kreuzberg, Klaus - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003290524
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Essays on mutual funds performance
Ivanova, Lubomira - 2005
Persistent link: https://www.econbiz.de/10003908988
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Partnership allocations and their effects on tax-aware fund investors
Sosner, Nathan; Balzafiore, Philip; Du, Zhenduo - In: The journal of wealth management 21 (2018) 1, pp. 8-17
Persistent link: https://www.econbiz.de/10011873200
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Can efficiency of returns be considered as a pricing factor?
Rubio, J. Francisco; Maroney, Neal; Hassan, M. Kabir - In: Computational economics 52 (2018) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10012052920
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Safety first portfolio choice based on financial and sustainability returns
Dorfleitner, Gregor; Utz, Sebastian - 2011
Persistent link: https://www.econbiz.de/10008858151
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Safety first portfolio choice based on financial and sustainability returns
Dorfleitner, Gregor; Utz, Sebastian - In: European journal of operational research : EJOR 221 (2012) 1, pp. 155-164
Persistent link: https://www.econbiz.de/10009553132
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Static indexing beats tactical asset allocation
McCarthy, Joseph E.; Tower, Edward - In: The journal of index investing : ETFs, ETPs, & indexing 11/12 (2021) 4/1, pp. 41-52
Persistent link: https://www.econbiz.de/10012613698
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Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10011344303