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Improved inference for fund alphas using high-dimensional cross-sectional tests

Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81

Persistent link: https://www.econbiz.de/10012693236

Performance Persistence of Fixed Income Arbitrage Hedge Funds

Guirguis, Michel - 2021

This article aims at testing empirically the performance persistence of fixed income arbitrage hedge funds. These funds … engage principally in arbitrage strategies in the global corporate debt securities markets taking advantage of mispricing …. Fixed income arbitrage funds take advantage of mispricing between fixed – income securities. Another strategy is yield curve …

Persistent link: https://www.econbiz.de/10013221605

Dynamic alpha : a spectral decomposition of investment performance across time horizons

Chaudhuri, Shomesh E.; Lo, Andrew W. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4440-4450

Persistent link: https://www.econbiz.de/10012118591

Positive portfolio factors

Brown, Stephen J.; Goetzmann, William N.; Grinblatt, Mark - 1998

Persistent link: https://www.econbiz.de/10000656574

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

Performance persistence of pension fund management

Tonks, Ian (contributor) - 2002

Persistent link: https://www.econbiz.de/10003358151

Essays in financial economics

Wachter, Jessica - 2000

Persistent link: https://www.econbiz.de/10003280740

Mutual funds flows and the "Sheriff of Nottingham" effect

Milone, Luciano Marcello; Pellizzari, Paolo - In: Artificial economics : the generative method in …, (pp. 117-128). 2009

Persistent link: https://www.econbiz.de/10003889415

Attention allocation over the business cycle

Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - 2009

Persistent link: https://www.econbiz.de/10003897450

Essays on mutual funds performance

Ivanova, Lubomira - 2005

Persistent link: https://www.econbiz.de/10003908988

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