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Bulz, Nicolae
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16
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11
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9
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
9
CESifo Working Paper
7
Journal of financial economics
7
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STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA
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ECONIS (ZBW)
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RePEc
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EconStor
52
USB Cologne (business full texts)
3
BASE
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Other ZBW resources
1
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521
Occupier satisfaction and its impact on investment returns from UK commercial real estate
Sanderson, Danielle Claire
;
Devaney, Steven
- In:
Journal of Property Investment & Finance
35
(
2017
)
2
,
pp. 135-159
satisfaction at each property to assess whether superior property management generates outperformance (“positive
alpha
”). The study …
Persistent link: https://www.econbiz.de/10014899042
Saved in:
522
Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan
;
Havránek, Tomáš
;
Havránková, Zuzana
; …
-
2024
Persistent link: https://www.econbiz.de/10014520910
Saved in:
523
Complexity in factor pricing models
Didisheim, Antoine
;
Ke, Barry
;
Kelly, Bryan T.
; …
-
2024
We theoretically characterize the behavior of machine learning asset pricing models. We prove that expected out-of-sample model performance---in terms of SDF Sharpe ratio and test asset pricing errors---is improving in model parameterization (or "complexity''). Our empirical findings verify the...
Persistent link: https://www.econbiz.de/10014472608
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524
Expectations of active mutual fund performance
Dahlquist, Magnus
;
Ibert, Markus
;
Wilke, Felix
-
2020
Persistent link: https://www.econbiz.de/10012417708
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525
On the other side of hedge fund equity trades
Cui, Xinyu
;
Kolokolova, Olga
;
Wang, Jiaguo
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3684-3710
Persistent link: https://www.econbiz.de/10014551965
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526
Actively managed equity mutual funds in emerging markets
González, Michael
;
Astaíza-Gómez, José Gabriel
; …
- In:
Research in international business and finance
72
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015064203
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527
Fake
alpha
Müller, Marcel
;
Rosenberger, Tobias
;
Uhrig-Homburg, …
-
2017
factor investing on beyond-market-risk factors, Fake
Alpha
strategies based on factor investing look like skill from the …
Persistent link: https://www.econbiz.de/10011663442
Saved in:
528
Is it
alpha
or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
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