Similar Search Results

Duanmu, Jun; Malachov, Aleksej; McCumber, William - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2525-2558

Persistent link: https://www.econbiz.de/10012128051

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a strategy with a specified benchmark, and develop the basic statistical properties of its maximum-likelihood estimator in a Brownian-motion framework. The given results are used to...

Persistent link: https://www.econbiz.de/10012025291

Does trading by ETF and mutual fund investors hurt performance? : evidence from time- and dollar-weighted returns

Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 17 (2019) 3, pp. 4-20

Persistent link: https://www.econbiz.de/10012111002

Exchange-traded funds as an international diversification tool for socially responsible investors

Rodríguez, Javier; Romero, Herminio - In: The journal of wealth management 22 (2019) 3, pp. 98-102

Persistent link: https://www.econbiz.de/10012135031

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299

Persistent link: https://www.econbiz.de/10011743963

Deconstructing ESG ratings performance : risk and return for E, S, and G by time horizon, sector, and weighting

Giese, Guido; Nagy, Zoltán; Lee, Linda-Eling - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 94-111

Persistent link: https://www.econbiz.de/10012423064

Risk-return performances of real estate investment funds in Turkey including the Covid-19 period

Çamlibel, Mehmet Emre; Sümer, Levent; Hepşen, Ali - In: International journal of strategic property management 25 (2021) 4, pp. 267-277

Persistent link: https://www.econbiz.de/10013415344

The performance of actively and passively managed Swiss equity funds

Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003832157

On the predictability of mutual fund returns

Bello, Zakri - In: The journal of business and economic studies 15 (2009) 1, pp. 70-81

Persistent link: https://www.econbiz.de/10003860205

Mutual fund performance : an evaluation of select growth funds in India

Chakraborty, Madhumita; Jain, Pramod Kumar; Kallianpur, … - In: South Asian journal of management : SAJM 15 (2008) 4, pp. 79-92

Persistent link: https://www.econbiz.de/10003853664