Narrow search
Showing 1 - 10 of 666,866
Cover Image
Does prior performance affect a mutual fund's choice of risk? : theory and further empirical evidence
Chen, Hsiu-lang; Pennacchi, George G. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 745-775
Persistent link: https://www.econbiz.de/10003901147
Cover Image
Imperfect predictability and mutual fund dynamics : how managers use predictors in changing systematic risk
Amisano, Gianni (contributor); Savona, Roberto (contributor) - 2008
Suppose a fund manager uses predictors in changing portfolio allocations over time. How does predictability translate into portfolio decisions? To answer this question we derive a new model within the Bayesian framework, where managers are assumed to modulate the systematic risk in part by...
Persistent link: https://www.econbiz.de/10003749945
Cover Image
A review of credibilistic portfolio selection
Huang, Xiaoxia - In: Fuzzy optimization and decision making : a journal of … 8 (2009) 3, pp. 263-281
Persistent link: https://www.econbiz.de/10003892930
Cover Image
Growth and value creation in investment management
Verdin, Paul (contributor) - 2010
Persistent link: https://www.econbiz.de/10008760400
Cover Image
Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds
Breuer, Wolfgang; Gürtler, Marc - In: Performance of mutual funds : an international perspective, (pp. 127-151). 2007
Persistent link: https://www.econbiz.de/10003427238
Cover Image
Fund Performance, Asset Growth and the Task of Capital Allocators
Gallagher, Brett - 2015
other allocators of capital, selection of managers who would provide excess return, is a key component of how they seek to … successful managers grow, their performance diminishes, creating the need for capital allocators to “do it over again”. We …
Persistent link: https://www.econbiz.de/10013032889
Cover Image
Risk-sharing, enforceability, information and capital structure
González de Lara, Yadira - 2000
Persistent link: https://www.econbiz.de/10001480484
Cover Image
Transformation of beliefs: an evaluation of economic : risk under uncertainty
Sliwinski, Adam; Klapkiv, Liubov - In: Olsztyn economic journal 12 (2017) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10011869238
Cover Image
Export under background risk : a mean-variance decision analysis for Indian manufacturing firms
Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas - 2020
Persistent link: https://www.econbiz.de/10012650691