Performance measurement
- KIDS Thematic Indices: Enabling Investors to Invest in Firms That Cater to ChildrenRama MalladiThe Journal of Index Investing October 2019, jii.2019.1.075; DOI: https://doi.org/10.3905/jii.2019.1.075
- The “Superior Performance” of Covered Calls on the S&P 500: Rethinking an AnomalyRobert Brooks, Don Chance and Michael HemlerThe Journal of Derivatives October 2019, jod.2019.1.087; DOI: https://doi.org/10.3905/jod.2019.1.087
- Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class IdentificationChao Ma, Brian Jacobsen and Wai LeeThe Journal of Financial Data Science July 2019, 1 (3) 29-40; DOI: https://doi.org/10.3905/jfds.2019.1.006
- Industry Return Predictability: A Machine Learning ApproachDavid E. Rapach, Jack K. Strauss, Jun Tu and Guofu ZhouThe Journal of Financial Data Science July 2019, 1 (3) 9-28; DOI: https://doi.org/10.3905/jfds.2019.1.3.009
- Computation of Implementation Shortfall for Algorithmic Trading by Sequence AlignmentRaymond Chan, Kelvin Kan and Alfred MaThe Journal of Financial Data Science July 2019, 1 (3) 88-97; DOI: https://doi.org/10.3905/jfds.2019.1.3.088
- The ETS Challenges: A Machine Learning Approach to the Evaluation of Simulated Financial Time Series for Improving Generation ProcessesJavier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Maria Planas, Jorge Cubero, Rafael Cobo and Fernando PablosThe Journal of Financial Data Science July 2019, 1 (3) 68-86; DOI: https://doi.org/10.3905/jfds.2019.1.3.068
- When More Or Less Is Less: Managers’ ClichésJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science July 2019, 1 (3) 57-67; DOI: https://doi.org/10.3905/jfds.2019.1.3.057
- The Myth of Hedge Fund Fee DiversificationFei Meng, David Saunders and Luis SecoThe Journal of Alternative Investments September 2019, 22 (2) 35-45; DOI: https://doi.org/10.3905/jai.2019.1.077
- The Long and Short of Trend FollowersJoakim Agerback, Tor Gudmundsen-Sinclair and Jarkko PeltomäkiThe Journal of Alternative Investments September 2019, 22 (2) 65-80; DOI: https://doi.org/10.3905/jai.2019.1.076
- Hedge Funds as a Diversification VehicleAndreas Mikkelsen, Frode Kjærland and Tom Erik Sønsteng HenriksenThe Journal of Investing September 2019, 28 (6) 55-72; DOI: https://doi.org/10.3905/joi.2019.1.099
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