Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
Year of publication: |
2013
|
---|---|
Authors: | Brandouy, Olivier ; Kerstens, Kristiaan ; Van de Woestyne, Ignace |
Published in: |
Efficiency and productivity growth : modelling in the financial services industry. - Chichester : Wiley, ISBN 978-1-119-96752-1. - 2013, p. 135-170
|
Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection |
-
French investment funds during the crisis (2008 - 2012)
Bouloux, Alain-Nicolas, (2013)
-
Investment funds in Serbia : perspective
Paunović Štermenski, Jelena, (2012)
-
Developments in relation to risk management for European investment funds
Schwabe, Henning, (2020)
- More ...
-
Portfolio performance gauging in discrete time using a Luenberger productivity indicator
Brandouy, Olivier, (2010)
-
Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier, (2015)
-
Kerstens, Kristiaan, (2022)
- More ...