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The invisible hand of internal markets in mutual fund families

Goncalves-Pinto, Luis; Sotes-Paladino, Juan; Xu, Jing - In: Journal of banking & finance 89 (2018), pp. 105-124

Persistent link: https://www.econbiz.de/10011963083

Pitfalls and perils of financial innovation : the use of CDS by corporate bond funds

Adam, Tim; Güttler, André - In: Journal of banking & finance 55 (2015), pp. 204-214

Persistent link: https://www.econbiz.de/10011379068

Predictive blends : Fundamental Indexing meets Markowitz

Pysarenko, Serhiy; Alexeev, Vitali; Tapon, Francis - In: Journal of banking & finance 100 (2019), pp. 28-42

Persistent link: https://www.econbiz.de/10012162437

Revisiting mutual fund performance evaluation

Angelidis, Timotheos; Giamouridis, Daniel; … - In: Journal of banking & finance 37 (2013) 5, pp. 1759-1776

Persistent link: https://www.econbiz.de/10009729462

The cost of diversification over time, and a simple way to improve target-date funds

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 122 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012659656

Return signal momentum

Papailias, Fotis; Liu, Jiadong; Thomakos, Dimitrios D. - In: Journal of banking & finance 124 (2021), pp. 1-31

Persistent link: https://www.econbiz.de/10012816614

Buy low, sell high? : do private equity fund managers have market timing abilities?

Jenkinson, Tim; Morkoetter, Stefan; Schori, Tobias H.; … - In: Journal of banking & finance 138 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013461772

Reprint of : delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 140 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013463134

Delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 133 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013256683

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...

Persistent link: https://www.econbiz.de/10013184434