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Semiaktive Management-Strategien für Aktienportfolios : eine marktphasenübergreifende theoretische und empirische Untersuchung
Sturm, Stefan - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003400506
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How investors interpret past fund returns
Lynch, Anthony W.; Musto, David K. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2033-2058
Persistent link: https://www.econbiz.de/10001797808
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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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Bayesian performance evaluation
Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999
Persistent link: https://www.econbiz.de/10001378364
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Bayesian performance evaluation
Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999
Persistent link: https://www.econbiz.de/10001379616
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Noisy factors
Akey, Pat; Robertson, Adriana Z.; Simutin, Mikhail - 2021
Persistent link: https://www.econbiz.de/10012886426
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The best of the best : mutual funds & blue chip stocks for Canadians
Vos, Wilfred; McDougall, Bruce - 1999
Persistent link: https://www.econbiz.de/10000168198
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Forensic finance
Ritter, Jay - In: The journal of economic perspectives : EP ; a journal … 22 (2008) 3, pp. 127-147
Persistent link: https://www.econbiz.de/10003755467
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When is stock picking likely to be successful? : evidence from mutual funds
Duan, Ying; Hu, Gang; McLean, R. David - In: Financial analysts' journal : FAJ 65 (2009) 2, pp. 55-66
Persistent link: https://www.econbiz.de/10003838404