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Portfolio selection
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Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.
;
Armada, Manuel José da Rocha
-
1992
Persistent link: https://www.econbiz.de/10000838243
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2
Variation and covariation between market timing and selectivity : an alternative to traditional meta-analysis
Howell, Sydney D.
;
Armada, Manuel J. Rocha
- In:
International journal of business
5
(
2000
)
2
,
pp. 57-96
Persistent link: https://www.econbiz.de/10001522449
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3
Trading constraints and illiquidity discounts
Hou, Wenxuan
;
Howell, Sydney D.
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009565261
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4
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
5
Hedge-fund management with liquidity constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
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