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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

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

L' industrie des Hedge Funds : une perspective empirique

Capocci, Daniel; Hübner, Georges - In: Revue bancaire et financière 65 (2001) 6, pp. 361-369

Persistent link: https://www.econbiz.de/10001609792

L' industrie des Hedge Funds : une perspective comparative

Capocci, Daniel; Hübner, Georges - In: Revue bancaire et financière 65 (2001) 5, pp. 281-291

Persistent link: https://www.econbiz.de/10001590097

Analysis of hedge fund performance

Capocci, Daniel; Hübner, Georges - In: Journal of empirical finance 11 (2004) 1, pp. 55-89

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Survival of commodity trading advisors : 1990 - 2003

Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - In: The journal of futures markets 25 (2005) 8, pp. 795-815

Persistent link: https://www.econbiz.de/10003012209

The performance of hedge funds in the presence of errors in variables

Coën, Alain; Desfleurs, Aurélie; Hübner, Georges; … - In: Hedge funds : insights in performance measurement, risk …, (pp. 381-401). 2005

Persistent link: https://www.econbiz.de/10003138068

Funds of hedge funds: bias and persistence in returns

Capocci, Daniel; Hübner, Georges - In: Funds of hedge funds : performance, assessment, …, (pp. 27-43). 2006

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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation

Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, … - 2005

Persistent link: https://www.econbiz.de/10013490468