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Upside beta ratio : a performance measure for potential-seeking investors

Mondal, Dipankar; Selvaraju, N. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012270941

Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 43 (2016), pp. 48-61

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Performance evaluation of equity unit trusts in South Africa

Thobejane, Bonolo Maggie; Simo-Kengne, Beatrice D.; … - In: Managerial finance 43 (2017) 3, pp. 379-402

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Performance measurement of UCITS investment funds in Croatia

Curkovic, Marko; Kristo, Jaksa - In: UTMS journal of economics / University of Tourism and … 8 (2017) 1, pp. 11-18

UCITS investment funds represent an important investment opportunity for retail, as well for institutional investors in the European Union. The aim of this paper is to analyse the performance of the UCITS investment funds in Croatia and to detect relatively homogeneous groups among the UCITS...

Persistent link: https://www.econbiz.de/10011644015

Time aggregation of the Sharpe ratio

Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555

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Can size-, industry-, and leverage-adjustment of valuation ratios benefit the value investor?

Pätäri, Eero J.; Karell, Ville; Luukka, Pasi - In: International journal of business innovation and research 11 (2016) 1, pp. 76-109

Persistent link: https://www.econbiz.de/10011667601

Mutual fund performance attribution and market timing using portfolio holdings

Andreu, Laura; Matallín-Sáez, Juan Carlos; Sarto, … - In: International review of economics & finance : IREF 57 (2018), pp. 353-370

Persistent link: https://www.econbiz.de/10012033883

Mutual fund performance evaluation and best clienteles

Chrétien, Stéphane; Kammoun, Manel - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1577-1604

Persistent link: https://www.econbiz.de/10011928398

Cross-sectional alpha dispersion and performance evaluation

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296

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Optimal strategies under Omega ratio

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767

Persistent link: https://www.econbiz.de/10011993573