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A comment on the estimation of the reliability of multidimensional marketing constructs : a store personality scale application

Moussa, Salim - In: Global business review 17 (2016) 5, pp. 1125-1144

Persistent link: https://www.econbiz.de/10011644071

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/10011590851

How to combine a billion alphas

Kakushadze, Zura; Yu, Willie - In: The journal of asset management 18 (2017) 1, pp. 64-80

Persistent link: https://www.econbiz.de/10011592763

Decoding stock market with quant alphas

Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 1, pp. 38-48

Persistent link: https://www.econbiz.de/10011847616

Attribution of hedge fund returns using a Kalman filter

Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058

Persistent link: https://www.econbiz.de/10011848239

Alpha or Beta in the eye of the beholder : what drives hedge fund flows?

Agarwal, Vikas; Green, Tracy Clifton; Ren, H. - 2017 - [revised]

CAPM alpha explains hedge fund flows better than alphas from more sophisticated models. This suggests that investors … pool together sophisticated model alpha with returns from exposures to traditional (except for the market) and exotic risks …. We decompose performance into traditional and exotic risk components and find that while investors chase both components …

Persistent link: https://www.econbiz.de/10011615694

Capturing short-term and long-term alpha of global bond portfolios : evidence from EUR-investors' perspective

Konstantinov, Gueorgui - In: Financial markets and portfolio management 30 (2016) 3, pp. 337-365

Persistent link: https://www.econbiz.de/10011557669

Are all gold medal mutual funds equally efficient?

Malhotra, Davinder Kumar; Malhotra, Rashmi; Nydick, … - In: Applications of management science : Vol. 21, (pp. 13-26). 2022

Persistent link: https://www.econbiz.de/10013433335

Alternative alpha seeking strategy with EVA long-short : evidence from the Korean stock market

Kang, Hyoung Goo; Lee, Hyunyul; Han, Byungsuk - In: Asia-Pacific journal of financial studies 53 (2024) 6, pp. 732-753

Persistent link: https://www.econbiz.de/10015332119

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