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Foreign portfolio investment performance and investor's trading patterns : empirical study in Indonesian government bonds market

Prasetyo, Ahmad Danu - In: International journal of economic policy in emerging … 6 (2013) 3, pp. 254-268

Persistent link: https://www.econbiz.de/10010342172

Active trading strategies based on momentum and term structure signals in commodity futures market : evidence from India

Jaiswal, Ritika - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 1, pp. 131-150

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Fund size, transaction costs and performance : size matters!

Chan, Howard Wei-hong; Faff, Robert W.; Gallagher, David R. - In: Australian journal of management 34 (2009) 1, pp. 73-96

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

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Portfolio Analytics : An Introduction to Return and Risk Measurement

Marty, Wolfgang - 2013

This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post...