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1
Private equity benchmarks and portfolio optimization
Cumming, Douglas J.
;
Haß, Lars Helge
;
Schweizer, Denis
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3515-3528
Persistent link: https://www.econbiz.de/10010126357
Saved in:
2
Optimal contracts in portfolio delegation
Li, Tao
;
Zhou, Yuquing
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 365-403
Persistent link: https://www.econbiz.de/10011555301
Saved in:
3
Modern portfolio management with conditioning information
Chiang, I-Hsuan Ethan
- In:
Journal of empirical finance
33
(
2015
),
pp. 114-134
Persistent link: https://www.econbiz.de/10011556857
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4
Mutual fund performance: dividends do matter
Mingo-López, Diego Víctor de
;
Matallín-Sáez, Juan Carlos
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 455-460
Persistent link: https://www.econbiz.de/10010507858
Saved in:
5
Portfolio optimization for an investor with a
benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
6
Sovereign wealth funds, catalyzers for global financial markets
Dedu, Vasile
;
Nitescu, Dan Costin
- In:
Theoretical and applied economics : GAER review
21
(
2014
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10010342428
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7
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
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8
Attribution of ex-post realized Sharpe ratio to the predictability of the ex-ante forecast return and risk
Shimizu, Masahito
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 109-124
Persistent link: https://www.econbiz.de/10012589114
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9
The
benchmark
inclusion subsidy
Kashyap, Anil K.
;
Kovrijnykh, Natalia
;
Li, Jian
; …
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 756-774
Persistent link: https://www.econbiz.de/10013260017
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10
Do smart beta ETFs deliver persistent performance?
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Soggiu, Marco
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012292862
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