Persistence and Skill in the Performance of Mutual Fund Families

Maurice P. McCourt, Sofi a B. Ramos
Absolut|report 4|2019

Media attention and the volatility effect

David Blitz, Rob Huisman, Laurens Swinkels, Pim van Vliet
Absolut|report 4|2019

Do risk management practices work? Evidence from hedge funds

Gavin Cassar, Joseph Gerakos
Absolut|report 3|2019

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, Juhani Linnainmaa
Absolut|report 3|2019

Does Crowdsourced Research Discipline Sell-Side Analysts?

Russell Jame, Stanimir Markov, Michael Wolfe
Absolut|report 2|2019

Measuring Skewness Premia

Hugues Langlois
Absolut|report 2|2019

King of the Mountain: The Shiller P/E and Macroeconomic Conditions

Robert D. Arnott, Denis B. Chaves und Tzee-Man Chow
Absolut|report 1|2019

Passive Investors are Passive Monitors

Davidson Heath, Daniele Macciocchi, Roni Michaely und Matthew C. Ringgenberg
Absolut|report 1|2019

The Costs and Benefits of Performance Fees in Mutual Funds

Henri Servaes, Kari Sigurdsson
Absolut|report 6|2018

An Examination of Ex Ante Fund Performance

Andrew Clare, Mariana Clare
Absolut|report 6|2018
1 2 3 4 5 6 >>
Seite 4 von 6

Entschuldigung!

Sie haben leider nicht die nötigen Rechte, um sich dieses Dokument anzusehen.

Fordern Sie unter [email protected] Informationen zu unseren Abonnements an.