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Market timing : a decomposition of mutual fund returns
Swinkels, Laurens (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830133
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Survival, look-ahead bias ant [and] the persistence in hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733013
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Survival, look-ahead bias and the persistence in Hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713910
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Estimating dynamic models from repeated cross-sections
Verbeek, Marno (contributor); Vella, Francis (contributor) - 2002 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001644175
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646679
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rambouts, Jeroen V. K. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002610410
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Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002496882
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002505827
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Do banks influence the capital structure choices of firms?
Daniševská, Petra (contributor); Jong, Abe de (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002103657
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Basel Methodological Heterogeneity and Banking System Stability : The Case of the Netherlands
Deborgies-Sanches, Laurence D. M. - 2018
The paper investigates how the mix of credit risk measurement methodologies under Basel capital adequacy rules influenced banking stability in the Netherlands during 2008-2015. It presents a first descriptive analysis that helps to examine the micro-regulation of individual banks and the...
Persistent link: https://www.econbiz.de/10012914925