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Dynamic liquidity preferences of mutual funds

Huang, Jiekun - In: The quarterly journal of finance 10 (2020) 4, pp. 1-44

Persistent link: https://www.econbiz.de/10012627446

Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10011590678

On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH

Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020

Persistent link: https://www.econbiz.de/10012165614

Is volatility a friend or enemy of your stock and fund investments?

Chen, Longchong; Gao, Jun; Sheng, Zhu - In: The journal of investment strategies 11 (2022) 3, pp. 61-87

Persistent link: https://www.econbiz.de/10013555707

Mutual fund managers' market timing abilities : Indian evidence

Alam, Mahfooz; Ansari, Valeed Ahmad - In: The journal of asset management 21 (2020) 4, pp. 342-354

Persistent link: https://www.econbiz.de/10012292804

Do Chinese mutual funds time the market?

Yi, Li; Liu, Zilan; Lei, He; Qin, Zilong; Gan, Shunli - In: Pacific-Basin finance journal 47 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012028001

Liquidity risk and exchange-traded fund returns, variances, and tracking errors

Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253

Persistent link: https://www.econbiz.de/10012631970

Salience and mutual fund investor demand for idiosyncratic volatility

Clifford, Christopher P.; Filkerson, Jon A.; Jame, Russell - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5234-5254

Persistent link: https://www.econbiz.de/10012625105

True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh

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Empirical testing of models of autoregressive conditional heteroscedasticity used for prediction of the volatility of Bulgarian investment funds

Petrova, Mariana; Todorov, Teodor - In: Risks : open access journal 11 (2023) 11, pp. 1-30

The relevance of the development is determined by the possibility of testing a complex analytical methodology for forecasting the daily volatility of Bulgarian investment funds, which will support the investment community in making adequate investment decisions. The used risk attribution...

Persistent link: https://www.econbiz.de/10014436423

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