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False Discoveries in Mutual Fu...
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ECONIS (ZBW)
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1
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
;
Scaillet, Olivier
;
Wermers, Russ
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10003923940
Saved in:
2
Skill, scale, and value creation in the mutual fund industry
Barras, Laurent
;
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 601-638
Persistent link: https://www.econbiz.de/10012796523
Saved in:
3
International conditional asset allocation under specification uncertainty
Barras, Laurent
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 443-464
Persistent link: https://www.econbiz.de/10003609902
Saved in:
4
A large-scale approach for evaluating asset pricing models
Barras, Laurent
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 549-569
Persistent link: https://www.econbiz.de/10012168634
Saved in:
5
Hedge fund return predictability under the magnifying glass
Avramov, Doron
;
Barras, Laurent
;
Kosowski, Robert L.
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1057-1083
Persistent link: https://www.econbiz.de/10010255216
Saved in:
6
How to diversify internationally? : A comparison of conditional and unconditional methods
Barras, Laurent
;
Isakov, Dušan
- In:
Financial markets and portfolio management
17
(
2003
)
2
,
pp. 194-212
Persistent link: https://www.econbiz.de/10001929993
Saved in:
7
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
8
Investing in mutual funds when returns are predictable
Avramov, Doron
;
Wermers, Russ
- In:
Journal of financial economics
81
(
2006
)
2
,
pp. 339-377
Persistent link: https://www.econbiz.de/10003353930
Saved in:
9
Performance evaluation with portfolio holdings information
Wermers, Russ
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10003334345
Saved in:
10
Performance measurement of mutual funds, hedge funds, and institutional accounts
Wermers, Russ
- In:
Annual review of financial economics
3
(
2011
),
pp. 537-574
Persistent link: https://www.econbiz.de/10009500795
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