Search Results - subject:"outperformance"

Lessons from outperformance in the Indian financial sector

Goyal, Ashima - 2023

Persistent link: https://www.econbiz.de/10013543373

The impact of Covid-19 on the performance of hedge funds compared to mutual funds in South Africa

Muridili, Thonifho Pollen; Sgammini, Ruschelle; … - In: International journal of economics and financial issues … 12 (2022) 6, pp. 133-144

Persistent link: https://www.econbiz.de/10014227823

Impact of Brexit news on the stock prices of european insurance companies : an event study approach based on indexation and sub-indexation

Müller, Antonia; Reuse, Svend - In: Zeitschrift für die gesamte Versicherungswissenschaft 111 (2022) 3, pp. 379-407

Persistent link: https://www.econbiz.de/10013441800

Across-time risk-aware strategies for outperforming a benchmark

Staden, Pieter M. van; Forsyth, Peter; Li, Yuying - In: European journal of operational research : EJOR 313 (2024) 2, pp. 776-800

Persistent link: https://www.econbiz.de/10014456636

Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment

Ni, Chendi; Li, Yuying; Forsyth, Peter - In: Quantitative finance 24 (2024) 6, pp. 753-777

Persistent link: https://www.econbiz.de/10015050794

Exploiting the dividend month premium: evidence from Germany

Kreidl, Felix; Scholz, Hendrik - In: Journal of Asset Management 22 (2021) 4, pp. 253-266

Dividend payments are firm events on a recurring and predictable basis. High returns in the period between announcement-date and ex-dividend date are the main driver for the so-called dividend month premium, which are positive abnormal returns in months in which corporations are predicted to...

Persistent link: https://www.econbiz.de/10014501993

Exploiting the dividend month premium : evidence from Germany

Kreidl, Felix; Scholz, Hendrik - In: Journal of asset management : a major new, … 22 (2021) 4, pp. 253-266

Persistent link: https://www.econbiz.de/10012581619

Reimagining index funds

Arnott, Rob; Brightman, Chris; Liu, Xi; Que Nguyen - In: Journal of investment management : JOIM 21 (2023) 4, pp. 15-31

Persistent link: https://www.econbiz.de/10014475315

Beating a constant weight benchmark : easier done than said

Forsyth, Peter; Staden, Pieter M. van; Li, Yuying - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-24

outperformance (i.e. 80–170bps per year), this easily implementable strategy outperforms the traditional constant proportion …

Persistent link: https://www.econbiz.de/10014497157

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a …

Persistent link: https://www.econbiz.de/10012025291