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False Discoveries in Mutual Fu...
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ECONIS (ZBW)
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1
Skill, Scale, and Value Creation in the Mutual Fund Industry
BARRAS, LAURENT
;
GAGLIARDINI, PATRICK
;
SCAILLET, OLIVIER
- In:
The Journal of Finance
77
(
2021
)
1
,
pp. 601-638
Persistent link: https://www.econbiz.de/10012810288
Saved in:
2
Skill, scale, and value creation in the mutual fund industry
Barras, Laurent
;
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 601-638
Persistent link: https://www.econbiz.de/10012796523
Saved in:
3
Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
Saved in:
4
Working papers / University of Zurich, Swiss Banking Institute
Universität Zürich / Institut für Schweizerisches …
-
Zürich : [Verlag nicht ermittelbar]
-
Nr. 1.1994-Nr. 50 (April 2010) ; damit Erscheinen …
Persistent link: https://www.econbiz.de/10003202956
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5
A large-scale approach for evaluating asset pricing models
Barras, Laurent
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 549-569
Persistent link: https://www.econbiz.de/10012168634
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6
International conditional asset allocation under specification uncertainty
Barras, Laurent
- In:
Journal of Empirical Finance
14
(
2007
)
4
,
pp. 443-464
Persistent link: https://www.econbiz.de/10005194327
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7
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
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8
Decentralized investment manangement : evidence from the pension fund industry
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
;
Wermers, Russ
-
2010
Persistent link: https://www.econbiz.de/10003948904
Saved in:
9
Runs on money market funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
-
2014
Persistent link: https://www.econbiz.de/10010363565
Saved in:
10
Network centrality and delegated investment performance
Rossi, Alberto G.
;
Blake, David
;
Timmermann, Allan
; …
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
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