Publisher
Springer International Publishing
Reference45 articles.
1. Admati, A., and P. Pfleiderer. 1997. Performance benchmarks: Does it all add up? Journal of Business 70 (3): 323–350.
2. Admati, A., S. Bhattacharya, S. Ross, and P. Pfleiderer. 1986. On timing and selectivity. Journal of Finance 41: 715–730.
3. Becker, C., W. Ferson, D. Myers, and M. Schill. 1999. Conditional market timing with benchmark investors. Journal of Financial Economics 52: 119–148.
4. Bhattacharya, S., and Pfleiderer, P. 1983. A note on performance evaluation. Technical Report 714, Stanford University Graduate School of Business.
5. Busse, J. 1999. Volatility timing in mutual funds: Evidence from daily returns. Review of Financial Studies 12 (5): 1009–1041.