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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
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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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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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The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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Mutual fund performance evaluation with active peer benchmarks
Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - In: Journal of financial economics 112 (2014) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10010375959
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Investing in mutual funds when returns are predictable
Avramov, Doron; Wermers, Russ - In: Journal of financial economics 81 (2006) 2, pp. 339-377
Persistent link: https://www.econbiz.de/10003353930
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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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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
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Technical trading revisited: False discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - In: Journal of financial economics 106 (2012) 3, pp. 473-492
Persistent link: https://www.econbiz.de/10010034709
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - In: Journal of financial economics 106 (2012) 3, pp. 473-491
Persistent link: https://www.econbiz.de/10009710169