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Implications of manager replacement : evidence from the Spanish mutual fund industry
Andreu, Laura; Sarto, José Luis; Serrano, Miguel - In: Applied economics 47 (2015) 13/15, pp. 1366-1387
Persistent link: https://www.econbiz.de/10010512060
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Efficiency and persistence of Spanish absolute Return Funds
Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214
Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...
Persistent link: https://www.econbiz.de/10011870722
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Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10011344303
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Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles; Sornette, Didier; Wöhrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
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Enhanced performance measurement of mutual funds : running the benchmark index through the hurdles
Costa, Bruce A.; Jakob, Keith - In: Journal of applied finance : theory, practice, education 20 (2010) 1, pp. 95-102
Persistent link: https://www.econbiz.de/10003984472
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Do managers of global equity funds outperform their respective style benchmarks? : an empirical investigation
Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 10 (2011) 12, pp. 1-9
Persistent link: https://www.econbiz.de/10009533740
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
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Measuring fund style, performance and activity : a new style-profiling approach
Buncic, Daniel; Eggins, Jon E.; Hill, Robert J. - In: Accounting and finance : journal of the Accounting … 55 (2015) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10011306061
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Mutual fund's R² as predictor of performance
Amihud, Yakov; Goyenko, Ruslan - In: The review of financial studies 26 (2013) 3, pp. 667-694
Persistent link: https://www.econbiz.de/10009752256