On the persistence of selectivity and market timing skills in hedge funds
Year of publication: |
2013
|
---|---|
Authors: | Muteba Mwamba, John |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 12.2013, 12, p. 1575-1587
|
Subject: | Selectivity and Market Timing Skills | Contingence Table | Chi-Square Test | Market Efficiency | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Hedgefonds | Hedge fund | Qualifikation | Occupational qualification | Anlageverhalten | Behavioural finance |
-
The hedge fund manager's dilemma
Jeffus, Wendy M., (2017)
-
Hedge funds and market anomalies
Lawson, Daniel T., (2015)
-
Market Efficiency and Hedge Fund Trading Strategies
Lambert, Marie, (2016)
- More ...
-
An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio
Muteba Mwamba, John, (2010)
-
On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model
Muteba Mwamba, John, (2012)
-
Another reason why the efficient market hypothesis is fuzzy
Muteba Mwamba, John, (2014)
- More ...