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Evaluating style analysis. (2004). ter Horst, Jenke ; Nijman, Theo ; de Roon, Frans A..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:11:y:2004:i:1:p:29-53.

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  1. A minimax regret portfolio model based on the investor’s utility loss. (2022). Pina, Joana Maria ; Corteso, Pedro Manuel ; Caador, Sandra Cruz.
    In: Operational Research.
    RePEc:spr:operea:v:22:y:2022:i:1:d:10.1007_s12351-020-00550-0.

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  2. Testing for structural breaks in return-based style regression models. (2021). Kim, Tae-Hwan ; Stone, Douglas.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00364-2.

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  3. Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey.
    In: The Financial Review.
    RePEc:bla:finrev:v:55:y:2020:i:3:p:405-431.

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  4. Fundamental driver of fund style drift. (2017). Galloppo, Giuseppe ; Trovato, Giovanni.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0009-4.

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  5. Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A.
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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  6. Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107.

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  7. Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12009.

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  8. Lending concentration, bank performance and systemic risk : exploring cross-country variation. (2013). De Jonghe, Olivier ; Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6604.

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  9. Style analysis for diversified US equity funds. (2012). Thomas, Steve ; McGroarty, Frank ; Mason, Andrew.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:13:y:2012:i:3:d:10.1057_jam.2012.6.

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  10. Return-based Style Analysis in Australian Funds. (2012). Gharghori, Philip ; faff, robert ; Nguyen, Annette ; Bonnie H. I. Ip, .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:3-4:p:155-188.

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  11. Dicing with the market: randomized procedures for evaluation of mutual funds. (2011). Lisi, Francesco.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:2:p:163-172.

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  12. On causality in the size-efficiency relationship: the effect of investor cash flows on the mutual fund industry. (2011). Matallin-Saez, Juan Carlos.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:27:p:4069-4079.

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  13. Analysis of mutual funds management styles: a modeling, ranking and visualizing approach. (2010). Conversano, Claudio ; Vistocco, Domenico.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:37:y:2010:i:11:p:1825-1845.

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  14. REGULAR(IZED) HEDGE FUND CLONES. (2010). Paterlini, Sandra ; Giamouridis, Daniel.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:33:y:2010:i:3:p:223-247.

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  15. Constrained Kalman Filtering: Additional Results. (2010). Pizzinga, Adrian.
    In: International Statistical Review.
    RePEc:bla:istatr:v:78:y:2010:i:2:p:189-208.

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  16. Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation. (2009). Ortiz, Cristina ; Andreu, Laura ; Sarto, Jose Luis.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:20:p:1649-1659.

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  17. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. (2008). Rouwenhorst, K. ; Gorton, Gary ; Bhardwaj, Geetesh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14424.

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  18. THE ECONOMETRICS OF MEAN-VARIANCE EFFICIENCY TESTS: A SURVEY. (2008). Sentana, Enrique.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2008_0807.

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  19. Socially Responsible Investments : Methodology, Risk and Performance. (2007). Renneboog, Luc ; Zhang, C ; Ter, J R ; Renneboog, L. D. R., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:684d2aba-7b82-4306-b6a0-d83f1e0aa8a1.

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  20. Socially Responsible Investments : Methodology, Risk Exposure and Performance. (2007). Renneboog, Luc ; Zhang, C ; Ter, J R ; Renneboog, L. D. R., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ff75080-22db-4909-9f13-a46a4f71a039.

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  21. Socially Responsible Investments : Methodology, Risk Exposure and Performance. (2007). ter Horst, Jenke ; Renneboog, Luc ; Zhang, C. ; ter Horst, J. R., ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiutil:1ff75080-22db-4909-9f13-a46a4f71a039.

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  22. Socially Responsible Investments : Methodology, Risk and Performance. (2007). ter Horst, Jenke ; Renneboog, Luc ; Zhang, C. ; ter Horst, J. R., ; Renneboog, L. D. R., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:684d2aba-7b82-4306-b6a0-d83f1e0aa8a1.

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  23. Portfolio performance: factors or benchmarks?. (2007). Matallin-Saez, Juan .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:14:p:1167-1178.

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  24. Return-based style analysis with time-varying exposures. (2006). van der Sluis, Pieter.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:529-552.

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  25. State Space Models for Dynamic Style Analysis of Portfolios. (2006). Pizzinga, Adrian ; Fernandes, Cristiano .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:26:y:2006:i:1:a:2497.

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  26. Performance persistence in Spanish equity funds. (2005). Ferruz, Luis ; Vicente, Luis .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:18:p:1305-1313.

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  27. Does Misclassification of Equity Funds Exist? Evidence from Malaysia. (2005). Chan, Tze-Haw ; Lau, Wee-Yeap.
    In: MPRA Paper.
    RePEc:pra:mprapa:2029.

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  28. Are Style Factors exclusive, exhaustive and independent in Spanish Domestic Equity Funds?/¿Son los factores de estilo exclusivos, exhaustivos e independientes en los fondos de inversión españoles d. (2005). Agudo, Luis Ferruz ; VICENTE GIMENO, LUIS A., .
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:23_2_12.

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