Implied Measures of Relative Fund Performance

بواسطة HOGAN, Steve, WARACHKA, Mitchell Craig
منشور في 2005

Implied Measures of Relative Fund Performance

بواسطة WARACHKA, Mitchell Craig, Hogan, Steve
منشور في 2008

Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies

بواسطة HOGAN, Steve, JARROW, Robert, TEO, Melvyn, WARACHKA, Mitchell
منشور في 2004