๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Test of the Persistence in the Performance of UK Managed Funds

โœ Scribed by D. E. Allen; M. L. Tan

Book ID
108567800
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
162 KB
Volume
26
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Analysing the performance of managed fun
Analysing the performance of managed funds using the wavelet multiscaling method
โœ Francis In; Sangbae Kim; Vijaya Marisetty; Robert Faff ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Springer US ๐ŸŒ English โš– 292 KB

We propose a new approach for investigating the performance of managed funds using wavelet analysis and apply it to an Australian dataset. This method, applied to a multihorizon Sharpe ratio, shows that the wavelet variance at the short scale is higher than that of the longer scale, implying that an

Futures fund performance: A test of the
Futures fund performance: A test of the effectiveness of technical analysis
โœ J. Austin Murphy ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 667 KB

echnical analysis is the use of past price and volume relationships to forecast T price movements. This type of analysis is especially popular in the futures markets, where high leverage, high liquidity, and low brokerage costs permit quick trading profits (and losses). According to Fama (1970), how