Identifying characteristics to predict separately managed account performance
Year of publication: |
2011
|
---|---|
Authors: | Peterson, James D. ; Iachini, Michael J. ; Lam, Wynce |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 67.2011, 4, p. 30-40
|
Subject: | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Prognoseverfahren | Forecasting model | USA | United States | 1991-2009 |
-
Does style-shifting activity predict performance? : evidence from equity mutual funds
Herrmann, Ulf, (2016)
-
Forecasting ETFs with machine learning algorithms
Liew, Jim Kyung-Soo, (2018)
-
Can morningstar analyst ratings predict fund performance?
Kamal, Rashiqa, (2013)
- More ...
-
Identifying Characteristics to Predict Separately Managed Account Performance
Peterson, James D., (2011)
-
The Likelihood of Small Cap Premium Distributions
Lam, Wynce, (2015)
-
Identifying Characteristics to Predict Separately Managed Account Performance
Peterson, James D, (2011)
- More ...