-
2
-
-
0039613660
-
Diversification, integration and emerging market closed-end funds
-
Bekaert G. Urias M.S. Diversification, integration and emerging market closed-end funds Journal of Finance 51 1996 835-869
-
(1996)
Journal of Finance
, vol.51
, pp. 835-869
-
-
Bekaert, G.1
Urias, M.S.2
-
4
-
-
0002914514
-
Mutual fund performance: Evidence from the UK
-
Blake D. Timmermann A. Mutual fund performance: Evidence from the UK European Finance Review 2 1998 57-77
-
(1998)
European Finance Review
, vol.2
, pp. 57-77
-
-
Blake, D.1
Timmermann, A.2
-
7
-
-
0030540877
-
Portfolio measurement: Theory and applications
-
Chen Z. Knez P.J. Portfolio measurement: Theory and applications Review of Financial Studies 9 1996 511-555
-
(1996)
Review of Financial Studies
, vol.9
, pp. 511-555
-
-
Chen, Z.1
Knez, P.J.2
-
8
-
-
0034861189
-
The geography of investment: Informed trading and asset prices
-
Coval J.D. Moskowitz T.J. The geography of investment: Informed trading and asset prices Journal of Political Economy 109 2001 811-841
-
(2001)
Journal of Political Economy
, vol.109
, pp. 811-841
-
-
Coval, J.D.1
Moskowitz, T.J.2
-
9
-
-
84977716189
-
Evaluating the performance of international mutual funds
-
Cumby R.E. Glen J.D. Evaluating the performance of international mutual funds Journal of Finance 45 1990 497-521
-
(1990)
Journal of Finance
, vol.45
, pp. 497-521
-
-
Cumby, R.E.1
Glen, J.D.2
-
10
-
-
0038851966
-
Evaluating portfolio performance with stochastic discount factors
-
Dahlquist M. Söderlind P. Evaluating portfolio performance with stochastic discount factors Journal of Business 72 1999 347-383
-
(1999)
Journal of Business
, vol.72
, pp. 347-383
-
-
Dahlquist, M.1
Söderlind, P.2
-
12
-
-
21144474059
-
Efficiency with costly information: A reinterpretation of evidence from managed portfolios
-
Elton E.J. Gruber M.J. Das S. Hlavka M. Efficiency with costly information: A reinterpretation of evidence from managed portfolios Review of Financial Studies 6 1993 1-22
-
(1993)
Review of Financial Studies
, vol.6
, pp. 1-22
-
-
Elton, E.J.1
Gruber, M.J.2
Das, S.3
Hlavka, M.4
-
14
-
-
21344486016
-
The risk and predictability of international equity returns
-
Ferson W.E. Harvey C.R. The risk and predictability of international equity returns Review of Financial Studies 6 1993 527-566
-
(1993)
Review of Financial Studies
, vol.6
, pp. 527-566
-
-
Ferson, W.E.1
Harvey, C.R.2
-
15
-
-
0039056070
-
Measuring fund strategy and performance in changing economic conditions
-
Ferson W.E. Schadt R. Measuring fund strategy and performance in changing economic conditions Journal of Finance 51 1996 425-461
-
(1996)
Journal of Finance
, vol.51
, pp. 425-461
-
-
Ferson, W.E.1
Schadt, R.2
-
16
-
-
21144484811
-
Portfolio performance evaluation: Old issues and new insights
-
Grinblatt M. Titman S. Portfolio performance evaluation: Old issues and new insights Review of Financial Studies 2 1989 393-421
-
(1989)
Review of Financial Studies
, vol.2
, pp. 393-421
-
-
Grinblatt, M.1
Titman, S.2
-
17
-
-
84971947408
-
A study of monthly mutual fund returns and performance evaluation techniques
-
Grinblatt M. Titman S. A study of monthly mutual fund returns and performance evaluation techniques Journal of Financial and Quantitative Analysis 29 1994 419-444
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.29
, pp. 419-444
-
-
Grinblatt, M.1
Titman, S.2
-
18
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S.J. Stiglitz J.E. On the impossibility of informationally efficient markets American Economic Review 70 1980 393-408
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.E.2
-
19
-
-
21844487168
-
Predictable risk and returns in emerging markets
-
Harvey C.R. Predictable risk and returns in emerging markets Review of Financial Studies 8 1995 773-816
-
(1995)
Review of Financial Studies
, vol.8
, pp. 773-816
-
-
Harvey, C.R.1
-
20
-
-
0001309573
-
On market timing and investment performance: II. Statistical procedures for evaluating forecasting skills
-
Henriksson R.D. Merton R.C. On market timing and investment performance: II. Statistical procedures for evaluating forecasting skills Journal of Business 54 1981 513-534
-
(1981)
Journal of Business
, vol.54
, pp. 513-534
-
-
Henriksson, R.D.1
Merton, R.C.2
-
21
-
-
0002311906
-
Efficiency with costly information: A study of mutual fund performance
-
Ippolito R.A. Efficiency with costly information: A study of mutual fund performance Quarterly Journal of Economics 104 1989 1-24
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 1-24
-
-
Ippolito, R.A.1
-
22
-
-
0012009814
-
International mutual fund selectivity and market timing during up and down conditions
-
Kao G.W. Cheng L.T.W. Chan K.C. International mutual fund selectivity and market timing during up and down conditions Financial Review 33 1998 127-144
-
(1998)
Financial Review
, vol.33
, pp. 127-144
-
-
Kao, G.W.1
Cheng, L.T.W.2
Chan, K.C.3
-
23
-
-
84977716317
-
Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons
-
Lehmann B.N. Modest D.M. Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons Journal of Finance 42 1987 233-265
-
(1987)
Journal of Finance
, vol.42
, pp. 233-265
-
-
Lehmann, B.N.1
Modest, D.M.2
-
24
-
-
0000706085
-
A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey W.K. West K.D. A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix Econometrica 55 1987 703-708
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
25
-
-
0002716956
-
Asset allocation: Management style and performance measurement
-
Sharpe W.F. Asset allocation: Management style and performance measurement Journal of Portfolio Management 39 1992 119-138
-
(1992)
Journal of Portfolio Management
, vol.39
, pp. 119-138
-
-
Sharpe, W.F.1
-
26
-
-
0038393212
-
Do locals perform better than foreigners?: An analysis of UK and US mutual fund managers
-
Shukla R.K. van Inwegen G.B. Do locals perform better than foreigners?: An analysis of UK and US mutual fund managers Journal of Economics and Business 47 1995 241-254
-
(1995)
Journal of Economics and Business
, vol.47
, pp. 241-254
-
-
Shukla, R.K.1
van Inwegen, G.B.2
|