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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
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The modern mutual fund family
Dannhauser, Caitlin D.; Spilker, Harold D. - In: Journal of financial economics 148 (2023) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10014282355
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Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2019 - This version: August 2019
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...
Persistent link: https://www.econbiz.de/10012101166
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Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020
Persistent link: https://www.econbiz.de/10012392216
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Portfolio efficiency tests with conditioning information : comparing GMM and GEL estimators
Vigo, Caio; Laurini, Márcio Poletti - 2020
Persistent link: https://www.econbiz.de/10012312843
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Chapter 3. Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Handbook of econometrics : Volume 7A, (pp. 219-282). 2020
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...
Persistent link: https://www.econbiz.de/10014024924
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Overcoming deterministic limits to robustness tests of decision-making given incomplete information : the state contingent analysis approach
Adamson, David; Loch, Adam - In: Water Economics and Policy : WEP 08 (2022) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10014444905
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The role of sovereign wealth funds as activist or passive fund managers
Mietzner, Mark; Schiereck, Dirk; Schweizer, Denis - In: The journal of asset management 16 (2015) 5, pp. 303-315
Persistent link: https://www.econbiz.de/10011416602
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Smart investments by smart money : evidence from acquirers' projected synergies
Ismail, Ahmad; Khalil, Samer; Safieddine, Assem; … - In: The journal of corporate finance : contracting, … 56 (2019), pp. 343-363
Persistent link: https://www.econbiz.de/10012098821
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Stock picking with machine learning
Wolff, Dominik; Echterling, Fabian - In: Journal of forecasting 43 (2024) 1, pp. 81-102
Persistent link: https://www.econbiz.de/10014443186