//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
New evidence on mutual fund pe...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
728,745
Theory
713,834
Portfolio-Management
51,712
Portfolio selection
51,366
Kapitaleinkommen
41,018
Capital income
40,922
Schätzung
40,212
Welt
39,824
Estimation
39,398
USA
39,395
World
39,152
United States
37,888
Risiko
29,781
Risk
29,622
Deutschland
26,888
Börsenkurs
25,363
Germany
25,222
Share price
25,129
Geldpolitik
24,887
Monetary policy
24,081
Prognoseverfahren
20,671
Forecasting model
20,388
Mathematische Optimierung
20,073
Mathematical programming
19,964
Performance measurement
19,459
Performance-Messung
18,669
Volatilität
17,957
Volatility
17,665
Wirtschaftswachstum
16,956
Economic growth
16,313
Anlageverhalten
15,709
Zeitreihenanalyse
15,511
Behavioural finance
15,486
Time series analysis
15,114
Investmentfonds
15,111
Investment Fund
14,656
Finanzmarkt
13,882
Financial market
13,656
Konsumentenverhalten
13,185
more ...
less ...
Online availability
All
Free
5,195
Undetermined
3,074
CC license
149
Type of publication
All
Article
7,542
Book / Working Paper
6,952
Journal
24
Type of publication (narrower categories)
All
Article in journal
7,085
Aufsatz in Zeitschrift
7,085
Graue Literatur
2,419
Non-commercial literature
2,419
Working Paper
2,261
Arbeitspapier
2,214
Hochschulschrift
566
Thesis
481
Aufsatz im Buch
355
Book section
355
Collection of articles written by one author
124
Sammlung
124
Bibliografie enthalten
102
Bibliography included
102
Lehrbuch
89
Textbook
79
Collection of articles of several authors
72
Sammelwerk
72
Systematic review
39
Übersichtsarbeit
39
Aufsatzsammlung
35
Conference paper
34
Konferenzbeitrag
34
Konferenzschrift
33
Forschungsbericht
26
Glossar enthalten
26
Glossary included
26
Conference proceedings
17
Reprint
13
Amtsdruckschrift
9
Government document
9
Handbook
9
Handbuch
9
Mikroform
7
Rezension
7
Mehrbändiges Werk
6
Multi-volume publication
6
Bibliografie
4
Einführung
4
Accompanied by computer file
3
more ...
less ...
Language
All
English
13,990
German
391
French
49
Spanish
38
Italian
27
Portuguese
6
Undetermined
6
Danish
5
Afrikaans
1
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Polish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Zaremba, Adam
81
Campbell, John Y.
62
Stambaugh, Robert F.
56
Fabozzi, Frank J.
54
Bali, Turan G.
53
Cochrane, John H.
52
Harvey, Campbell R.
52
Ferson, Wayne E.
50
Jarrow, Robert A.
47
Bekaert, Geert
46
Zhang, Lu
46
Jagannathan, Ravi
43
Cakici, Nusret
42
Lo, Andrew W.
40
Hens, Thorsten
38
Zhou, Guofu
38
He, Xue-zhong
35
Hansen, Lars Peter
34
Madan, Dilip B.
34
Kelly, Bryan T.
33
Kogan, Leonid
33
Lettau, Martin
31
Zin, Stanley E.
30
Ang, Andrew
29
Yaron, Amir
29
Fama, Eugene F.
28
Kan, Raymond
28
Korajczyk, Robert A.
28
Pástor, Ľuboš
28
Satchell, Stephen
28
Schlag, Christian
28
Hull, John
27
Lee, Cheng F.
27
Robotti, Cesare
27
Shiller, Robert J.
27
Bossaerts, Peter L.
26
Chiarella, Carl
26
Faff, Robert W.
26
Gagliardini, Patrick
26
Guidolin, Massimo
26
more ...
less ...
Institution
All
National Bureau of Economic Research
293
Federal Reserve Bank of St. Louis
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Institute of Finance and Accounting <London>
6
University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Federal Reserve System / Division of Research and Statistics
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Centre for Economic Policy Research
4
Deutsche Forschungsgemeinschaft
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Stanford Institute for Economic Policy Research
3
Université de Lausanne / École des Hautes Études Commerciales
3
Université de Montréal / Département de sciences économiques
3
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European Commission / Directorate-General for Education, Youth, Sport and Culture
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of San Francisco
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Lunds Universitet / Nationalekonomiska Institutionen
2
School of Finance and Business Economics <Perth, Western Australia>
2
more ...
less ...
Published in...
All
NBER working paper series
284
Journal of financial economics
251
Working paper / National Bureau of Economic Research, Inc.
240
NBER Working Paper
218
Journal of banking & finance
205
The journal of finance : the journal of the American Finance Association
202
The review of financial studies
172
Finance research letters
154
Journal of empirical finance
143
Journal of economic dynamics & control
134
International review of financial analysis
111
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of financial and quantitative analysis : JFQA
98
Economics letters
93
International review of economics & finance : IREF
91
Research paper series / Swiss Finance Institute
85
Pacific-Basin finance journal
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied economics
75
Discussion paper / Centre for Economic Policy Research
69
Journal of monetary economics
68
Economic modelling
67
The European journal of finance
67
Journal of international financial markets, institutions & money
65
The North American journal of economics and finance : a journal of financial economics studies
61
International journal of theoretical and applied finance
60
Review of quantitative finance and accounting
60
Discussion papers / CEPR
59
Journal of international money and finance
59
Finance and stochastics
58
Journal of economic theory
58
Journal of econometrics
56
Working paper
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Applied financial economics
51
The journal of portfolio management : a publication of Institutional Investor
50
The journal of real estate finance and economics
50
Quantitative finance
49
Annals of finance
48
Finance and economics discussion series
48
more ...
less ...
Source
All
ECONIS (ZBW)
14,456
EconStor
49
OLC EcoSci
8
RePEc
5
Showing
1
-
10
of
14,518
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why not use SDF rather than beta models in performance measurement?
Gusset, Jonas
;
Zimmermann, Heinz
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 307-336
Persistent link: https://www.econbiz.de/10010467437
Saved in:
2
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
3
Can efficiency of returns be considered as a pricing factor?
Rubio, J. Francisco
;
Maroney, Neal
;
Hassan, M. Kabir
- In:
Computational economics
52
(
2018
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012052920
Saved in:
4
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
5
Corporate sustainability in asset pricing models and mutual funds performance measurement
Walker, Thomas J.
;
Lopatta, Kerstin
;
Kaspereit, Thomas
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 363-407
Persistent link: https://www.econbiz.de/10010467393
Saved in:
6
Evaluating alternative performance benchmarks for Indian mutual fund industry
Sehgal, Sanjay
;
Babbar, Sonal
- In:
Journal of advances in management research : JAMR
14
(
2017
)
2
,
pp. 222-250
Persistent link: https://www.econbiz.de/10011709765
Saved in:
7
Risk, return and market timing : a conditional performance
benchmarking
model
Dhar, Joyit
;
Sinha, Ram Pratap
- In:
The IUP journal of financial risk management : IJFRM
13
(
2016
)
2
,
pp. 7-20
Persistent link: https://www.econbiz.de/10011537981
Saved in:
8
Risk, Return and Market Timing : A Conditional Performance
Benchmarking
Model
Sinha, Ram Pratap
-
2017
The traditional approach of portfolio
benchmarking
was developed by Markowitz (1952) with his Mean-Variance (M-V) model …
Persistent link: https://www.econbiz.de/10012965233
Saved in:
9
A reappraisal of luck versus skill in the cross-section of mutual fund returns
Huang, Rong
;
Asteriou, Dimitrios
;
Pouliot, William
- In:
Journal of economic behavior & organization : JEBO
176
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012431397
Saved in:
10
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->