Revisiting mutual fund performance evaluation
| Year of publication: |
2013
|
|---|---|
| Authors: | Angelidis, Timotheos ; Giamouridis, Daniel ; Tessaromatis, Nikolaos P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1759-1776
|
| Subject: | Mutual funds | Short-term performance | Market timing | Factor timing | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Zeit | Time |
-
Risk factor exposure variation and mutual fund performance
Ammann, Manuel, (2018)
-
Factor exposure variation and mutual fund performance
Ammann, Manuel, (2020)
-
Mutual fund performance attribution and market timing using portfolio holdings
Andreu, Laura, (2018)
- More ...
-
Revisiting Mutual Fund Performance Evaluation
Angelidis, Timotheos, (2013)
-
Stock market dispersion, the business cycle and expected factor returns
Angelidis, Timotheos, (2015)
-
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos, (2008)
- More ...