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UK equity mutual fund alphas make a comeback
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 44 (2016), pp. 98-110
Persistent link: https://www.econbiz.de/10011623949
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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10012059737
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US sector rotation with five-factor Fama-French alphas
Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: The journal of asset management 19 (2018) 2, pp. 116-132
Persistent link: https://www.econbiz.de/10011847708
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A tale of two states : asymmetries in the UK small, value and momentum premiums
Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: Applied economics 49 (2017) 5, pp. 456-476
Persistent link: https://www.econbiz.de/10011810682
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Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The European journal of finance 25 (2019) 12, pp. 1077-1098
Persistent link: https://www.econbiz.de/10012207063
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Review of new trends in the literature on factor models and mutual fund performance
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 63 (2019), pp. 344-354
Persistent link: https://www.econbiz.de/10012207515
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A guide to survival of momentum in UK style portfolios
Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 192-224
Persistent link: https://www.econbiz.de/10011955209
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Alphas in disguise : a new approach to uncovering them
Chinthalapati, V. L. Raju; Mateus, Cesario; Todorovic, … - In: International journal of finance & economics : IJFE 22 (2017) 3, pp. 234-243
Persistent link: https://www.econbiz.de/10011960309
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Does equity mutual fund factor-risk-shifting pay off? : evidence from the US
Mateus, Cesario; Sarwar, Sohan; Todorovic, Natasa - In: The European journal of finance 29 (2023) 4, pp. 444-465
Persistent link: https://www.econbiz.de/10014322537
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Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group
Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282
Persistent link: https://www.econbiz.de/10014470970