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Evaluation of Malaysian mutual...
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1
Average drawdown risk and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
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2
An extensile method on the arbitrage prising theory based on downside risk (D-APT)
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
International journal of managerial finance : IJMF
10
(
2014
)
1
,
pp. 54-72
Persistent link: https://www.econbiz.de/10010250585
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3
Average drawdown risk reduction and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza
- In:
Research in economics : an international review of economics
68
(
2014
)
3
,
pp. 264-276
Persistent link: https://www.econbiz.de/10010510336
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4
Maximum drawdown and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011286060
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5
The efficiency evaluation of mutual fund managers based on DARA, CARA, IARA
Tavakoli Baghdadabad, Mohammad Reza
;
Tanha, Farid Habibi
; …
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 677-695
Persistent link: https://www.econbiz.de/10010188998
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6
An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework
Tavakoli Baghdadabad, Mohammad Reza
- In:
International journal of emerging markets
10
(
2015
)
4
,
pp. 726-746
Persistent link: https://www.econbiz.de/10011489432
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7
Productivity and efficiency evaluation of US mutual funds
Tavakoli Baghdadabad, Mohammad Reza
;
Noori Houshyar, Afsaneh
- In:
Finance a úvěr
64
(
2014
)
2
,
pp. 120-143
Persistent link: https://www.econbiz.de/10010340210
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8
Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
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9
Measuring the economic significance of mean-variance spanning
Glabadanidis, Paskalis
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 596-616
Persistent link: https://www.econbiz.de/10003852503
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10
Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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