Naskah Publikasi dan Jurnal Penelitian Asset Management

The Sharpe ratio’s market climate bias: Theoretical and empirical evidence from US equity mutual funds

Sebastian Krimm, Hendrik Scholz and Marco Wilkens
J Asset Manag 13: 227-242; doi:10.1057/jam.2012.11

How much value should you expect to gain or lose by replacing your investment manager?

Robin Penfold
J Asset Manag 13: 243-252; advance online publication, July 5, 2012; doi:10.1057/jam.2012.10

The search for an exploitable value premium in market indexes

Kenneth E Scislaw and David G McMillan
J Asset Manag 13: 253-270; advance online publication, March 29, 2012; doi:10.1057/jam.2012.2

An anatomy of calendar effects

Laurens Swinkels and Pim van Vliet
J Asset Manag 13: 271-286; advance online publication, July 5, 2012; doi:10.1057/jam.2012.9

Earnings response elasticity and post-earnings-announcement drift

Zhipeng Yan, Yan Zhao, Wei Xu and Lee-Young Cheng
J Asset Manag 13: 287-305; advance online publication, July 5, 2012; doi:10.1057/jam.2012.8

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