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Nanigian, David - In: Financial services review : the journal of individual … 23 (2014) 4, pp. 361-383

Persistent link: https://www.econbiz.de/10011392044

The short-term impact of director trading in UK closed-end funds

Andriosopoulos, Dimitris; Steliaros, Michael; Thomas, … - In: The European journal of finance 21 (2015) 7/9, pp. 672-690

Persistent link: https://www.econbiz.de/10011302054

Financial markets and asset pricing

Kōnstantinidēs, Giōrgos (contributor) - 2013 - 1. ed

Persistent link: https://www.econbiz.de/10009696080

Asset pricing with heterogeneous beliefs and relative performance

Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119

Persistent link: https://www.econbiz.de/10010244893

Market frictions, investor heterogeneity and persistence in mutual fund performance

Dumitrescu, Ariadna; Gil-Bazo, Javier - 2015 - This version: March 2015

Persistent link: https://www.econbiz.de/10011442204

Evaluating investments using higher moments

Diro Ejara, Demissew - In: Modern economy 7 (2016) 3, pp. 320-326

Persistent link: https://www.econbiz.de/10011548758

Assessing asset pricing models using revealed preference

Berk, Jonathan B.; Binsbergen, Jules H. van - 2014

Persistent link: https://www.econbiz.de/10010413194

Performance evaluation with information on portfolio compositions

Hwang, Sun-wung; Park, Jinwoo - In: Asia-Pacific journal of financial studies 40 (2011) 5, pp. 710-730

Persistent link: https://www.econbiz.de/10009566676

Imperfect predictability and mutual fund dynamics : how managers use predictors in changing systematic risk

Amisano, Gianni (contributor); Savona, Roberto (contributor) - 2008

Suppose a fund manager uses predictors in changing portfolio allocations over time. How does predictability translate into portfolio decisions? To answer this question we derive a new model within the Bayesian framework, where managers are assumed to modulate the systematic risk in part by...

Persistent link: https://www.econbiz.de/10003749945

Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation

Breuer, Wolfgang; Gürtler, Marc - In: Kredit und Kapital 41 (2008) 4, pp. 501-539

Persistent link: https://www.econbiz.de/10003804651