Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Phillip Wool"'
Publikováno v:
The Journal of Portfolio Management. 48:11-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4c2ad4f44d6d4ade49bbf54177bcd41
https://doi.org/10.3905/jpm.2022.1.368
https://doi.org/10.3905/jpm.2022.1.368
Publikováno v:
The Journal of Portfolio Management. 47:185-199
There has been substantial research on performance persistence among professional and retail investors. These studies typically employ infrequently sampled data on portfolio holdings and returns, making it difficult to distinguish skill from luck, le
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2920e8a8aadea0a1d20890d5ea22213d
https://doi.org/10.3905/jpm.2021.1.249
https://doi.org/10.3905/jpm.2021.1.249
Publikováno v:
The Journal of Index Investing. 11:48-61
Currently, China onshore and offshore equities represent benchmark weights of roughly 0.4% and 4%, respectively, in global portfolios. These small weights are largely a result of complex index inclusion rules focused on access, regulation, governance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::872b5f39d6d8fc520583cf9826842185
https://doi.org/10.3905/jii.2020.1.095
https://doi.org/10.3905/jii.2020.1.095
Publikováno v:
The Journal of Portfolio Management. 46:118-127
Chinese fund manager performance is interesting because, in a market dominated by speculative retail trading, we expect professional fund managers to have a persistent edge. Using data on the Chinese mutual fund industry, the authors compute a new sk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad07d94f62444ea795f4f6f453559251
https://doi.org/10.3905/jpm.2020.1.140
https://doi.org/10.3905/jpm.2020.1.140
Autor:
Phillip Wool, Jay R. Ritter
Publikováno v:
SSRN Electronic Journal.
This brief article gives some background on the development of CUSIP numbers and discusses the disadvantages of fragmentation if an alternative identification system is introduced.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4599dfbdd0328d3be7641d2982c31f2e
https://doi.org/10.2139/ssrn.3773858
https://doi.org/10.2139/ssrn.3773858
Publikováno v:
The Journal of Portfolio Management. 44:108-123
We apply well-studied factor strategies from the U.S. equity anomalies literature to Chinese A-shares, demonstrating which factors have worked and which have not over the last two decades since the opening of China’s stock markets. We find while a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f32e41b4e18001a1fdef41dba2588fd
https://doi.org/10.3905/jpm.2018.44.7.108
https://doi.org/10.3905/jpm.2018.44.7.108
Publikováno v:
Practical Applications. 9:1.9-8
In Should You Have More China in Your Portfolio? Putting Common Arguments for Increased China Exposure to the Test, from the Winter 2020 issue of The Journal of Index Investing, authors Jason Hsu, Xiang Liu, and Phillip Wool of Rayliant Global Adviso
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6556dabb449e5c76b8b8c734cd999b33
https://doi.org/10.3905/pa.9.3.461
https://doi.org/10.3905/pa.9.3.461