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Blitz, David Derwall, Jeroen Verbeek, Marno Lansdorp, Simon D. Martens, Martin Post, Thierry Swinkels, Laurens Agarwal, Vikas Kyosev, Georgi Hanauer, Matthias Groot, Wilma de Bakshi, Gurdip S. Chow, Wei-Liang Brounen, Dirk Spaans, Lara Gelderen, Eduard van Koedijk, Kees Marquering, Wessel A. All co-authors funds performance fund returns equity mutual emerging kapitaleinkommen higher market investmentfonds based markets stock residual exchange traded moment return factor factors global results etfs
Composed capital income investment fund portfolio management portfolio selection exchange traded traded funds higher moment emerging market stock returns residual momentum fund performance fund returns mutual fund index derivative performance messung performance measurement index futures global emerging performance emerging market equity european index index funds funds exchange bond funds winner funds emerging economies performance global portfolio concentration strategy based risk adjusted tracking errors replication techniques cross sectional hedge funds moment factors statistically significant equity funds return spread market funds fund expenses expenses dividend factor proxies proxies based method of moments stock index quality premium evaluating performance markets equity equity exchange funds higher equity mutual performance european use multifactor
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Joop Huij Alternative spellings: J. Huij Biblio: Tätig an der RSM Erasmus Univ., Netherlands
Q102442929
Publishing years Series Discussion papers / CEPR (1) Robert H. Smith School Research Paper (1) Working paper / Centre for Financial Research (1) ERIM Report Series Reference (1) EFA 2006 Meetings Paper (1) ERIM Research Paper Series (1) 
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