1

On the Use of Multifactor Models to Evaluate Mutual Fund Performance

Year:
2009
Language:
english
File:
PDF, 3.57 MB
english, 2009
2

Another look at trading costs and short-term reversal profits

Year:
2012
Language:
english
File:
PDF, 232 KB
english, 2012
3

Evaluating the performance of global emerging markets equity exchange-traded funds

Year:
2012
Language:
english
File:
PDF, 289 KB
english, 2012
4

The Performance of European Index Funds and Exchange-Traded Funds

Year:
2012
Language:
english
File:
PDF, 94 KB
english, 2012
6

Short-term residual reversal

Year:
2013
Language:
english
File:
PDF, 764 KB
english, 2013
7

Residual momentum

Year:
2011
Language:
english
File:
PDF, 388 KB
english, 2011
8

Residual Momentum and Reversal Strategies Revisited

Year:
2017
Language:
english
File:
PDF, 906 KB
english, 2017
11

Cross-sectional learning and short-run persistence in mutual fund performance

Year:
2007
Language:
english
File:
PDF, 226 KB
english, 2007
13

On the Performance of Emerging Market Equity Mutual Funds

Year:
2008
Language:
english
File:
PDF, 136 KB
english, 2008
14

“Hot Hands” in bond funds

Year:
2008
Language:
english
File:
PDF, 285 KB
english, 2008
15

ARE THE FAMA-FRENCH FACTORS REALLY COMPENSATION FOR DISTRESS RISK?

Year:
2018
Language:
english
File:
PDF, 1.04 MB
english, 2018
16

On the performance of emerging market equity mutual funds

Year:
2011
Language:
english
File:
PDF, 248 KB
english, 2011
18

On the Use of Multifactor Models to Evaluate Mutual Fund Performance

Year:
2007
Language:
english
File:
PDF, 211 KB
english, 2007
19

The Short-Term Corporate Bond Anomaly

Year:
2009
Language:
english
File:
PDF, 289 KB
english, 2009
20

Price Response to Factor Index Decompositions

Year:
2016
Language:
english
File:
PDF, 645 KB
english, 2016
21

On the Use of Multifactor Models to Evaluate Mutual Fund Performance

Year:
2009
Language:
english
File:
PDF, 211 KB
english, 2009
22

Factor Investing: Long-Only versus Long-Short

Year:
2014
Language:
english
File:
PDF, 91 KB
english, 2014
23

Spillover Effects of Marketing in Mutual Fund Families

Year:
2007
Language:
english
File:
PDF, 252 KB
english, 2007
24

Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance

Year:
2006
Language:
english
File:
PDF, 224 KB
english, 2006
28

Mutual Fund Performance Persistence, Market Efficiency, and Breadth

Year:
2012
Language:
english
File:
PDF, 435 KB
english, 2012
30

Residual Momentum

Year:
2009
Language:
english
File:
PDF, 293 KB
english, 2009
32

Another Look at Trading Costs and Short-Term Reversal Profits

Year:
2011
Language:
english
File:
PDF, 211 KB
english, 2011