Philippe Cogneau

University of Liege - HEC Management School

Liège, 4000

Belgium

EDHEC Business School - Department of Economics & Finance

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 15,623

SSRN RANKINGS

Top 15,623

in Total Papers Downloads

2,646

CITATIONS
Rank 45,057

SSRN RANKINGS

Top 45,057

in Total Papers Citations

3

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 Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Downloads 1,678 (5,131)
Citation 3

Abstract:

Loading...

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 214 (103,131)

Abstract:

Loading...

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

3.

The Prediction of Fund Failure Through Performance Diagnostics

Number of pages: 59 Posted: 26 May 2013
Philippe Cogneau and Georges Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Downloads 63 (269,277)

Abstract:

Loading...

fund survival, performance measurement, persistence analysis, mutual funds

4.

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 Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Downloads 45 (208,826)

Abstract:

Loading...

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