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21
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
22
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
Saved in:
23
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
Saved in:
24
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
25
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
26
Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter
;
Verbeek, Marno
- In:
The review of economics and statistics
82
(
2000
)
4
,
pp. 646-655
Persistent link: https://www.econbiz.de/10001533480
Saved in:
27
Multi-period performance persistence analysis of hedge funds
Agarwal, Vikas
;
Naik, Narayan Y.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001522462
Saved in:
28
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
Saved in:
29
Excess volatility and closed-end funds
Pontiff, Jeffrey
- In:
The American economic review
87
(
1997
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10001218701
Saved in:
30
The CAPM and the duration of poorly performing mutual funds
Keenan, Alexander J.
-
2001
Persistent link: https://www.econbiz.de/10001585400
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