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Macroeconomic Determinants of...
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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