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The relative effectiveness of sterilized and non sterilized foreign exchange market interventions
Pilbeam, Keith - In: Journal of policy modeling : JPMOD ; a social science … 27 (2005) 3, pp. 375-383
Persistent link: https://www.econbiz.de/10002870730
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Risk budgeting and value-at-risk
Pilbeam, Keith; Noronha, Rehan - In: International journal of monetary economics and finance 1 (2008) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10003822452
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The measurement and application of risk in economics and finance
Olmo, Jose (contributor); Pilbeam, Keith (contributor) - 2008
Persistent link: https://www.econbiz.de/10003822475
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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