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UK equity mutual fund alphas make a comeback

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 44 (2016), pp. 98-110

Persistent link: https://www.econbiz.de/10011623949

Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The European journal of finance 25 (2019) 12, pp. 1077-1098

Persistent link: https://www.econbiz.de/10012207063

Review of new trends in the literature on factor models and mutual fund performance

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 63 (2019), pp. 344-354

Persistent link: https://www.econbiz.de/10012207515

Searching for mutual fund winners? : the strategy is to outbid both, the benchmark and the peer group

Mateus, Cesario; Mateus, Irina Bezhentseva; Todorovic, … - In: Applied economics 56 (2024) 11, pp. 1268-1282

Persistent link: https://www.econbiz.de/10014470970

Do smart beta ETFs deliver persistent performance?

Mateus, Cesario; Mateus, Irina Bezhentseva; Soggiu, Marco - In: The journal of asset management 21 (2020) 5, pp. 413-427

Persistent link: https://www.econbiz.de/10012292862

Do Smart Beta ETFs Deliver Persistent Performance?

Soggiu, Marco - 2020

This paper analyses Smart Beta ETF performance and provides the first evidence on the funds' performance persistence. Our sample is comprised of 152 US equity smart beta ETFs over the period June 2000 to May 2017. We found that as per the risk-adjusted performance about 40% of Smart Beta ETFs...

Persistent link: https://www.econbiz.de/10012835222

Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

A guide to survival of momentum in UK style portfolios

Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 192-224

Persistent link: https://www.econbiz.de/10011955209

US sector rotation with five-factor Fama-French alphas

Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: The journal of asset management 19 (2018) 2, pp. 116-132

Persistent link: https://www.econbiz.de/10011847708

A tale of two states : asymmetries in the UK small, value and momentum premiums

Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: Applied economics 49 (2017) 5, pp. 456-476

Persistent link: https://www.econbiz.de/10011810682