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The persistence in hedge fund performance : extended analysis

Capocci, Daniel - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 233-255

Persistent link: https://www.econbiz.de/10003901056

Funds of hedge funds versus portfolios of hedge funds : a comparative analysis

Capocci, Daniel; Nevolo, Valérie - In: Hedge funds : insights in performance measurement, risk …, (pp. 51-81). 2005

Persistent link: https://www.econbiz.de/10003137693

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

Explaining returns on venture capital backed companies : evidence from Belgium

Alperovych, Yan; Hübner, Georges - In: Research in international business and finance 25 (2011) 3, pp. 277-295

Persistent link: https://www.econbiz.de/10009241636

The impact of illiquidity and higher moments of edge fund returns on their risk-adjusted performance and diversification potential

Cavenaile, Laurent; Coën, Alain; Hübner, Georges - In: The journal of alternative investments 13 (2010/11) 4, pp. 9-29

Persistent link: https://www.econbiz.de/10009008651

The prediction of fund failure through performance diagnostics

Cogneau, Philippe; Hübner, Georges - In: Journal of banking & finance 50 (2015), pp. 224-241

Persistent link: https://www.econbiz.de/10010509555

Mean-variance versus mean-VaR and mean-utility spanning

Bodson, Laurent; Hübner, Georges - In: Stock market volatility, (pp. 181-193). 2009

Persistent link: https://www.econbiz.de/10003830421

Understanding the stable components of seasonality in the size effect

Fays, Boris; Hübner, Georges; Lambert, Marie - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 138-155

Persistent link: https://www.econbiz.de/10014231871

International Mutual Funds Performance and Persistence across the Universe of Performance Measures

Cogneau, Philippe - 2017

We process an exhaustive set of 147 portfolio performance measures and their variations, and identify 18 relevant dimensions using a Principal Component Analysis on a sample of 1,625 international equity mutual funds. We isolate three of the seven most informative factors that uncover potential...

Persistent link: https://www.econbiz.de/10012971647

International mutual funds performance and persistence across the universe of performance measures

Cogneau, Philippe; Hübner, Georges - In: Finance : revue de l'Association Française de Finance 41 (2020) 1, pp. 97-176

Persistent link: https://www.econbiz.de/10012422426