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Philippe Cogneau
Philippe Cogneau
Professor of Finance
Verified email at ulg.ac.be
Title
Cited by
Cited by
Year
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
1502009
Block bootstrap methods and the choice of stocks for the long run
P Cogneau, V Zakamouline
Quantitative Finance 13 (9), 1443-1457, 2013
342013
The prediction of fund failure through performance diagnostics
P Cogneau, G Hübner
Journal of Banking & Finance 50, 224-241, 2015
232015
Bootstrap methods for finance: Review and analysis
P Cogneau, V Zakamouline
Technical report, HEC Management School, 2010
122010
International mutual funds performance and persistence across the universe of performance measures
P Cogneau, G Hübner
Finance 41 (1), 97-176, 2020
12020
Is There a Link between Past Performance and Fund Failure?
P Cogneau, L Bodson, G Hübner
Understanding Investment Funds, 9-36, 2013
12013
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
12012
Essays in Portfolio Performance Analysis
P Cogneau
ULiège-Université de Liège, 2013
2013
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Articles 1–10