Stability in mutual fund performance rankings: A new proposal

Author:

Grau-Carles Pilar,Doncel Luis Miguel,Sainz Jorge

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. Does the use of downside risk-adjusted measures impact performance rankings of UK investment trusts?;Adcock,2010

2. Portfolio performance Measurement: Monotonicity with respect to the Sharpe ratio and multivariate tests of correlation;Adcock,2015

3. Portfolio performance evaluation using value at risk;Alexander;Journal of Portfolio Management,2003

4. Detecting switching strategies in equity hedge funds returns;Alexander;Journal of Alternative Investments,2005

5. Does the choice of performance measure influence the evaluation of commodity investments?;Auer;International Review of Financial Analysis,2015

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