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The equal-weight tilt in managed portfolios

Hanke, Bernd; Keswani, Aneel; Quigley, Garrett; Stolin, … - In: Economics letters 182 (2019), pp. 59-63

Persistent link: https://www.econbiz.de/10012122429

Revisiting private equity performance computation for multi-asset investors

Nouvellon, Edouard; Pirotte, Hugues - In: The journal of asset management 20 (2019) 6, pp. 421-432

Persistent link: https://www.econbiz.de/10012125377

Beta active hedge fund management

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

Performance persistence of Indian fund of mutual funds

Muruganandan, S; Vijayakumar, N.; Padmasani - In: Finance India : the quarterly journal of Indian … 30 (2016) 3, pp. 889-908

Persistent link: https://www.econbiz.de/10011647400

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299

Persistent link: https://www.econbiz.de/10011743963

Mutual fund performance attribution and market timing using portfolio holdings

Andreu, Laura; Matallín-Sáez, Juan Carlos; Sarto, … - In: International review of economics & finance : IREF 57 (2018), pp. 353-370

Persistent link: https://www.econbiz.de/10012033883

Impact of sponsorship on fixed-income fund performance

Ayadi, Mohamed; Kryzanowski, Lawrence; Mohebshahedin, … - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 121-137

Persistent link: https://www.econbiz.de/10012034437

Performance of fixed-income mutual funds with regime-switching models

Ayadi, Mohamed; Lazrak, Skander; Liao, Yusui; Welch, … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 217-231

Persistent link: https://www.econbiz.de/10012035013

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a strategy with a specified benchmark, and develop the basic statistical properties of its maximum-likelihood estimator in a Brownian-motion framework. The given results are used to...

Persistent link: https://www.econbiz.de/10012025291

Thriving in a disrupted market : a study of Chinese hedge fund performance

Huang, Ying; Yao, Juan; Zhu, Yu - In: Pacific-Basin finance journal 48 (2018), pp. 210-223

Persistent link: https://www.econbiz.de/10012028056