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Wipplinger, Evert - In: Financial markets and portfolio management 23 (2009) 3, pp. 329-330

Persistent link: https://www.econbiz.de/10008305485

Artiga González, Tanja; Dyakov, Teodor; Inhoffen, Justus; … - 2023

We study the relationship between crowding and performance in the active mutual fund industry. Using the equity holdings overlap of 17,364 global funds, we find that funds that crowd into the same stocks underperform passive benchmark funds by 1.4% per year. The negative returns to crowding can...

Persistent link: https://www.econbiz.de/10014351323

C. Skiadas: Asset Pricing Theory

Wipplinger, Evert - In: Financial Markets and Portfolio Management 23 (2009) 3, pp. 329-330

Persistent link: https://www.econbiz.de/10005048631

Jim Gatheral: The volatility surface, a practitioner’s guide

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Persistent link: https://www.econbiz.de/10005547699

Yuri Kabanov and Mher Safarin: Markets with transaction costs

Wipplinger, Evert - In: Financial Markets and Portfolio Management 25 (2011) 1, pp. 107-108

Persistent link: https://www.econbiz.de/10008926392

Philippe Jorion : Value at Risk ; The New Benchmark for Managing Financial Risk

Wipplinger, Evert - In: Financial markets and portfolio management 21 (2007) 3, pp. 397-398

Persistent link: https://www.econbiz.de/10007798820

Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk

Wipplinger, Evert - In: Financial Markets and Portfolio Management 21 (2007) 3, pp. 397-398

Persistent link: https://www.econbiz.de/10005722885