Philippe Cogneau

University of Liege - HEC Management School

Liège, 4000

Belgium

EDHEC Business School - Department of Economics & Finance

Affiliate Professor

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 15,875

SSRN RANKINGS

Top 15,875

in Total Papers Downloads

3,141

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

The 101 Ways to Measure Portfolio Performance

Number of pages: 40 Posted: 13 Jan 2009 Last Revised: 27 Jul 2012
Philippe Cogneau and Georges Hübner
University of Liege - HEC Management School and HEC Liège
Downloads 2,615 (4,856)
Citation 9

Abstract:

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performance measurement, portfolio, funds, Sharpe, alpha, Treynor, market timing

2.

Block Bootstrap Methods and the Choice of Stocks for the Long Run

Forthcoming, Quantitative Finance
Number of pages: 24 Posted: 11 Apr 2011 Last Revised: 18 Nov 2012
Philippe Cogneau and Valeriy Zakamulin
University of Liege - HEC Management School and University of Agder - School of Business and Law
Downloads 287 (110,013)

Abstract:

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long-run, time-series data, serial dependence, parameter estimation, bootstrap, block bootstrap

3.

International Mutual Funds Performance and Persistence across the Universe of Performance Measures

Number of pages: 94 Posted: 08 Jun 2015 Last Revised: 25 Dec 2017
Philippe Cogneau and Georges Hübner
University of Liege - HEC Management School and HEC Liège
Downloads 158 (195,366)

Abstract:

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Performance measurement, persistence analysis, mutual funds, principal component analysis

4.

The Prediction of Fund Failure Through Performance Diagnostics

Number of pages: 59 Posted: 26 May 2013
Philippe Cogneau and Georges Hübner
University of Liege - HEC Management School and HEC Liège
Downloads 81 (314,209)
Citation 1

Abstract:

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fund survival, performance measurement, persistence analysis, mutual funds