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Evaluating style analysis · Study

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ArticleEvaluating style analysis

Jenke R. ter Horst2003

OA

Articlegreen2003

Evaluating style analysis

Jenke R. ter Horst · Theo E. Nijman · Frans A. de Roon

102 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1988The Determinants of Capital Structure Choice 1998Value versus Growth: The International Evidence 1996Another Puzzle: The Growth in Actively Managed Mutual Funds 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 1973How to Use Security Analysis to Improve Portfolio Selection 1989Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence 1997Mutual fund styles

Cited by

2014Editor's Choice Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors 2007Socially Responsible Investments: Methodology, Risk Exposure and Performance 2009The econometrics of mean‐variance efficiency tests: a survey 2007Time Variation in Mutual Fund Style Exposures 2016A pairs trading strategy based on linear state space models and the Kalman filter

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Details

Year2003

Typearticle

Published2003-10-30

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations102

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2002.12.003

openalex_workW3123601751

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