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Risk-adjusted performances of world equity indices

Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721

Persistent link: https://www.econbiz.de/10011562564

The idiosyncratic momentum anomaly

Blitz, David; Hanauer, Matthias; Vidojevic, Milan - In: International review of economics & finance : IREF 69 (2020), pp. 932-957

Persistent link: https://www.econbiz.de/10012487461

Geopolitical risk and stock price crash risk : the mitigating role of ESG performance

Fiorillo, Paolo; Meles, Antonio; Pellegrino, Luigi Raffaele - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446926

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Empirical testing of models of autoregressive conditional heteroscedasticity used for prediction of the volatility of Bulgarian investment funds

Petrova, Mariana; Todorov, Teodor - In: Risks : open access journal 11 (2023) 11, pp. 1-30

The relevance of the development is determined by the possibility of testing a complex analytical methodology for forecasting the daily volatility of Bulgarian investment funds, which will support the investment community in making adequate investment decisions. The used risk attribution...

Persistent link: https://www.econbiz.de/10014436423

Fixed-income ETFs : a liquidity illusion?

Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344

Persistent link: https://www.econbiz.de/10012818406

Performance of international capital in the Taiwanese stock market

Yang, Tzu-Yi; Yang, Yu-Tai - In: International journal of economics 8 (2014) 2, pp. 173-178

Persistent link: https://www.econbiz.de/10011301100

Closed-end funds and the financial crisis

Kong, Sophie X.; Wang, Fang - In: International journal of financial services management … 8 (2015) 2, pp. 148-162

Persistent link: https://www.econbiz.de/10011547616

Fundamental driver of fund style drift

Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123

Persistent link: https://www.econbiz.de/10011694987

Risk management and team-managed mutual funds

Bär, Michaela; Ciccotello, Conrad S.; Ruenzi, Stefan - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10008905798