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Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina, (2015)
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R., (2016)
Performance measures and investment decisions : evidence from international stock markets
Pasricha, Laurel, (2022)
Strategic portfolio allocation with factors
Bass, Robert, (2017)
Macro factor model : application to liquid private portfolios
Gladstone, Scott, (2021)
Eastern Europe : a new orbit?
Bass, Robert, (1964)