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The profitability of carry trades
Olmo, Jose; Pilbeam, Keith - In: Annals of finance 5 (2009) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10003813198
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A multivariate analysis of United States and global real estate investment trusts
Begiazi, Kyriaki; Asteriou, Dimitrios; Pilbeam, Keith - In: International economics and economic policy : IEEP 13 (2016) 3, pp. 467-482
Persistent link: https://www.econbiz.de/10011714591
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Do actively managed US mutual funds produce positive alpha?
Huang, Rong; Pilbeam, Keith; Pouliot, William - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 472-492
Persistent link: https://www.econbiz.de/10012598403
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An empirical investigation of the performance of Japanese mutual funds : skill or luck?
Pilbeam, Keith; Preston, Hamish - In: International Journal of Financial Studies : open … 7 (2019) 1/6, pp. 1-16
This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April 2016. The equal weight portfolio and Jensen’s alpha measures of active management provide strong evidence that Japanese Mutual Funds fail to outperform the benchmark...
Persistent link: https://www.econbiz.de/10011964107