Alphas in disguise: A new approach to uncovering them
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Cited by:
- Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018. "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 116-132, March.
- Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019. "Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, vol. 20(1), pages 15-30, February.
- Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Kakran, Shubham & Sidhu, Arpit & Kumar, Ashish & Ben Youssef, Adel & Lohan, Sheenam, 2023.
"Hydrogen energy in BRICS-US: A whirl succeeding fuel treasure,"
Applied Energy, Elsevier, vol. 334(C).
- Shubham Kakran & Arpit Sidhu & Ashish Kumar & Adel Ben Youssef & Sheenam Lohan, 2023. "Hydrogen energy in BRICS-US: A whirl succeeding fuel treasure," Post-Print halshs-04605668, HAL.
- Cesario Mateus & Irina B. Mateus & Marco Soggiu, 2020. "Do smart beta ETFs deliver persistent performance?," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 413-427, September.
- Cesario Mateus & Irina B. Mateus & Marco Soggiu, 0. "Do smart beta ETFs deliver persistent performance?," Journal of Asset Management, Palgrave Macmillan, vol. 0, pages 1-15.
- Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019. "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 344-354.
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