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Zweistufige Performancemessung im Portfolio Management : ein Konzept zur Messung und Attribution von Anleger- und Managementeinflüssen

Rehkugler, Heinz; Schmidt- von Rhein, Andreas; Roth, Hanno - 1997 - 2., durchges. und korrigierte Aufl

Persistent link: https://www.econbiz.de/10000954218

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000956830

Analyse théorique

Chauveau, Thierry - 1997

Persistent link: https://www.econbiz.de/10000962620

Estimating the dynamics of mutual fund alphas and betas

Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264

Persistent link: https://www.econbiz.de/10003716154

Firm valuation, abnormal earnings, and mutual funds flow

Maher, John J.; Brown, Robert M.; Kumar, Raman - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 167-189

Persistent link: https://www.econbiz.de/10003727915

A new method to estimate risk and return of non-traded assets from cash flows : the case of private equity funds

Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - 2008

"We develop a new GMM-style methodology with good small-sample properties to assess the abnormal performance and risk exposure of a non-traded asset from a cross-section of cash flow data. We apply this method to a sample of 958 mature private equity funds spanning 24 years. Our methodology uses...

Persistent link: https://www.econbiz.de/10003732358

Fixed income fund performance across economic states

Ferson, Wayne E.; Kisgen, Darren; Henry, Tyler - In: Research in finance 23 (2006), pp. 1-62

Persistent link: https://www.econbiz.de/10003753429

Security concentration and active fund management : do focused funds offer superior performance?

Sapp, Travis; Yan, Xuemin Sterling - In: The financial review : the official publication of the … 43 (2008) 1, pp. 27-49

Persistent link: https://www.econbiz.de/10003755343

Wertgenerierung von Buyouts : der Einfluss des Investitionsverhaltens von Fondsmanagern auf die Rendite von Buyouts

Zipser, Daniel - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003758625

The investment behavior of buyout funds : theory and evidence

Ljungqvist, Alexander; Richardson, Matthew; Wolfenzon, … - 2008

"This paper analyzes the determinants of buyout funds' investment decisions. In a model in which the supply of capital is "sticky" in the short run, we link the timing of funds' investment decisions, their risk-taking behavior, and the returns they subsequently earn on their buyouts to changes...

Persistent link: https://www.econbiz.de/10003740418