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Why not use SDF rather than beta models in performance measurement?

Gusset, Jonas; Zimmermann, Heinz - In: Financial markets and portfolio management 28 (2014) 4, pp. 307-336

Persistent link: https://www.econbiz.de/10010467437

Why is timing perverse?

Matallín-Sáez, Juan Carlos; Moreno, David; … - In: The European journal of finance 21 (2015) 13/15, pp. 1334-1356

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Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

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Can efficiency of returns be considered as a pricing factor?

Rubio, J. Francisco; Maroney, Neal; Hassan, M. Kabir - In: Computational economics 52 (2018) 1, pp. 25-54

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Mutual fund styles and clientele-specific performance evaluation

Chrétien, Stéphane; Kammoun, Manel - In: International journal of economics and finance 11 (2019) 12, pp. 89-116

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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

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Spanning tests for assets with option-like payoffs : the case of hedge funds

Karehnke, Paul; Roon, Frans de - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5969-5989

Persistent link: https://www.econbiz.de/10012391489

Cross-sectional alpha dispersion and performance evaluation

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

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Mutual Fund Selection : From Theory to Practice

Levy, Moshe; Roll, Richard - 2024

“The title of the book by Moshe Levy and Richard Roll is very apt indeed: Mutual Fund Selection: From Theory to … previous theory and offers a new approach for those concerned with future performance. I found the book to be excellent and … finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under …

Persistent link: https://www.econbiz.de/10015072141

Corporate sustainability in asset pricing models and mutual funds performance measurement

Walker, Thomas J.; Lopatta, Kerstin; Kaspereit, Thomas - In: Financial markets and portfolio management 28 (2014) 4, pp. 363-407

Persistent link: https://www.econbiz.de/10010467393