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Emerging market stock momentum returns during US economic regimes

Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45

Persistent link: https://www.econbiz.de/10012613225

Active vs. smart beta ETFs : two sides of active management

Kumar, Rajnish - In: The journal of index investing : ETFs, ETPs, & indexing 11/12 (2021) 4/1, pp. 25-40

Persistent link: https://www.econbiz.de/10012613692

Private equity benchmarking for asset owners and investment managers

Belev, Emilian; Di Bartolomeo, Dan - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 2, pp. 6-27

Persistent link: https://www.econbiz.de/10012613700

The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach

Wang, Haifeng; Ahluwalia, Harshdeep Singh; … - In: The journal of financial data science 3 (2021) 2, pp. 9-20

Persistent link: https://www.econbiz.de/10012519234

The outperformance probability of mutual funds

Frahm, Gabriel; Huber, Ferdinand - In: Journal of risk and financial management : JRFM 12 (2019) 3/108, pp. 1-29

We propose the outperformance probability as a new performance measure, which can be used in order to compare a strategy with a specified benchmark, and develop the basic statistical properties of its maximum-likelihood estimator in a Brownian-motion framework. The given results are used to...

Persistent link: https://www.econbiz.de/10012025291

Risk-return performances of real estate investment funds in Turkey including the Covid-19 period

Çamlibel, Mehmet Emre; Sümer, Levent; Hepşen, Ali - In: International journal of strategic property management 25 (2021) 4, pp. 267-277

Persistent link: https://www.econbiz.de/10013415344

Risk-adjusted returns of socially responsible mutual funds II : how do they stack up in Australia?

Niblock, Scott J.; Costa, Bruce A.; Jakob, Keith; … - In: The journal of investing : JOI 29 (2020) 2, pp. 80-97

Persistent link: https://www.econbiz.de/10013177386

Wake up!

Ennis, Richard M. - In: The journal of investing : JOI 30 (2020) 1, pp. 7-10

Persistent link: https://www.econbiz.de/10013179467

Benchmarking the performance of private equity portfolios of the world's largest institutional investors : a view from CEM benchmarking

Beath, Alexander; Flynn, Christopher - In: The journal of investing : JOI 30 (2020) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10013179544

IRR : snake oil by another name

Bollinger, Mitchell A. - In: The journal of investing : JOI 30 (2020) 1, pp. 109-122

Persistent link: https://www.econbiz.de/10013179567