Narrow search
Showing 1 - 10 of 15,475
Cover Image
Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012308723
Cover Image
Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012232995
Cover Image
Mutual Fund Outperformance and Growth
Fisher, Gregg S. - 2018
Does better performance lead to more assets? We examine nearly 30,000 mutual funds to determine the effect that a funds outperformance relative to its peers has on the funds later asset size. We find that a fund that earns ten percent more than the size-weighted average of its peers in its style...
Persistent link: https://www.econbiz.de/10012937956
Cover Image
Growth and value creation in investment management
Verdin, Paul (contributor) - 2010
Persistent link: https://www.econbiz.de/10008760400
Cover Image
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - In: Journal of financial economics 57 (2000) 2, pp. 221-245
Persistent link: https://www.econbiz.de/10001494738
Cover Image
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
Cover Image
Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022
Persistent link: https://www.econbiz.de/10013194599
Cover Image
Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu - In: Economic research 32 (2019) 1,2, pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
Cover Image
Correlations, Value Factor Returns, and Growth Options
Schoenleber, Lorenzo - 2020
Ex ante (expected) average equity market correlation is linked to the differential correlation dynamics of growth and … existence of a homogeneous correlation among stocks with similar growth characteristics, depending on the prevailing … link to growth options and the value premium, implied correlation serves as a leading procyclical state variable. Value …
Persistent link: https://www.econbiz.de/10012846985
Cover Image
Finanzwirtschaftliche Auswirkungen von Private Equity und Hedge Fonds : Chancen und Risiken aus makroökonomischer Perspektive
Wellmann, Dennis - 2008
Persistent link: https://www.econbiz.de/10003647022