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Risk measures in finance : congruent or contrasting?

Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180

Persistent link: https://www.econbiz.de/10012391033

Cross-sectional alpha dispersion and performance evaluation

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296

Persistent link: https://www.econbiz.de/10012166855

Risk, return and market timing : a conditional performance benchmarking model

Dhar, Joyit; Sinha, Ram Pratap - In: The IUP journal of financial risk management : IJFRM 13 (2016) 2, pp. 7-20

Persistent link: https://www.econbiz.de/10011537981

Risk, Return and Market Timing : A Conditional Performance Benchmarking Model

Sinha, Ram Pratap - 2017

The traditional approach of portfolio benchmarking was developed by Markowitz (1952) with his Mean-Variance (M-V) model …

Persistent link: https://www.econbiz.de/10012965233

A bias in Jensen’s alpha when returns are serially correlated

Kang, Jangkoo; Lee, Soonhee - In: Theoretical economics letters 3 (2013) 3, pp. 188-190

Persistent link: https://www.econbiz.de/10010239686

Impact of dynamic risk strategy of mutual funds on their performance : evidence from Indian equity mutual funds

Kaur, Inderjit; Gupta, C. P.; Kaushik, K. P. - In: South Asian journal of management : SAJM 25 (2018) 1, pp. 108-128

Persistent link: https://www.econbiz.de/10011888135

Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry

Goel, Sweta; Mani, Mukta - In: International journal of financial services management … 9 (2018) 2, pp. 140-167

Persistent link: https://www.econbiz.de/10011914147

Risk-adjusted performance of mutual funds : evidence from China

Gang, Jianhua; Qian, Zongxin - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 2056-2068

Persistent link: https://www.econbiz.de/10011594924

Are fund attributes risk drivers? : Evidence for the polish mutual funds

Filip, Dariusz - In: Romanian journal of economic forecasting 23 (2020) 1, pp. 22-36

Persistent link: https://www.econbiz.de/10012421890

Assessing energy mutual funds : performance, risks, and managerial skills

Malhotra, Davinder Kumar; Nippani, Srinivas - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18

This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due to the energy sector's cyclical nature,...

Persistent link: https://www.econbiz.de/10014502364