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Excess return sources of active property management : a case study

Füss, Roland; Richt, Johannes; Thomas, Matthias - In: Journal of property investment & finance 30 (2012) 4, pp. 354-374

Persistent link: https://www.econbiz.de/10009619264

On the robustness of risk-based asset allocations

Poddig, Thorsten; Unger, Albina - In: Financial markets and portfolio management 26 (2012) 3, pp. 369-401

Persistent link: https://www.econbiz.de/10009623472

Investment style of Jordanian mutual funds

Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International journal of economic sciences and applied … 5 (2012) 2, pp. 113-127

The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five … a variable that account for momentum effect. These factors are used as benchmarks to investigate the investment style …. The results indicate that mutual funds returns tend to follow those of the market portfolio. In terms of investment style …

Persistent link: https://www.econbiz.de/10009632664

Trading duration, mutual funds behavior and stock market shock : based on ACD model to mine mutual funds investment behavior

Zongxin, Zhang; Zhang, Xiao - In: China finance review international 1 (2011) 3, pp. 220-240

Persistent link: https://www.econbiz.de/10009657780

Value investor anomaly : return enhancement by portfolio replication ; an empiric portfolio strategy analysis

Elze, Gregor - In: Central European journal of operations research : CEJOR … 20 (2012) 4, pp. 633-647

Persistent link: https://www.econbiz.de/10009658533

Recognizing investor "comfort" assets in portfolio optimization

Dym, Steven - In: The journal of wealth management 15 (2012/13) 4, pp. 9-16

Persistent link: https://www.econbiz.de/10009721820

Identifying stewardship mutual funds for individual investors

Haslem, John A. - In: The journal of investing 22 (2013) 1, pp. 104-111

Persistent link: https://www.econbiz.de/10009725069

Global ASSET allocation using the Black-Litterman model and a momentum strategy

Dumitrescu, Sorin - In: Financial and macroeconomic dynamics in Central and …, (pp. 33-52). 2012

Persistent link: https://www.econbiz.de/10009729236

Does attention affect individual investors' investment return?

Shi, Rongsheng; Xu, Zhi; Chen, Zhengrong; Huang, Jing - In: China finance review international 2 (2012) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10009703213

Evolving American investing attitudes : the hybrid shift in mutual fund distribution

Fitzpatrick, Brian; McWilliams, Ethan; Vicknair, David B. - In: Journal of business & economics research 10 (2012) 11, pp. 613-622

Persistent link: https://www.econbiz.de/10009673269