The (more than) 100 ways to measure portfolio performance. Part 1: standardized risk-adjusted measures P Cogneau, G Hübner Journal of Performance Measurement 13 (Summer), 56-71, 2009 | 184* | 2009 |
The (more than) 100 ways to measure portfolio performance: part 2: special measures and comparison P Cogneau, G Hübner Journal of Performance Measurement 14 (Fall), 56-69, 2009 | 184* | 2009 |
The 101 ways to measure portfolio performance P Cogneau, G Hübner Available at SSRN 1326076, 2009 | 150 | 2009 |
Block bootstrap methods and the choice of stocks for the long run P Cogneau, V Zakamouline Quantitative Finance 13 (9), 1443-1457, 2013 | 35 | 2013 |
The prediction of fund failure through performance diagnostics P Cogneau, G Hübner Journal of Banking & Finance 50, 224-241, 2015 | 23 | 2015 |
Bootstrap methods for finance: Review and analysis P Cogneau, V Zakamouline Technical report, HEC Management School, 2010 | 12 | 2010 |
International mutual funds performance and persistence across the universe of performance measures P Cogneau, G Hübner Finance 41 (1), 97-176, 2020 | 1 | 2020 |
Is There a Link between Past Performance and Fund Failure? P Cogneau, L Bodson, G Hübner Understanding Investment Funds, 9-36, 2013 | 1 | 2013 |
Predicting funds of hedge funds attrition through performance diagnostics P Cogneau, P Debatty, G Hübner Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices …, 2012 | 1 | 2012 |
Essays in Portfolio Performance Analysis P Cogneau ULiège-Université de Liège, 2013 | | 2013 |