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Natasa Todorovic
Natasa Todorovic
Associate Professor of Finance, Bayes Business School - City, University of London
Verifisert e-postadresse på city.ac.uk
Tittel
Sitert av
Sitert av
År
Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies’ ratings
A Georgievska, L Georgievska, A Stojanovic, N Todorovic
Journal of Applied Statistics 35 (9), 1031-1051, 2008
382008
Review of new trends in the literature on factor models and mutual fund performance
IB Mateus, C Mateus, N Todorovic
International Review of Financial Analysis 63, 344-354, 2019
352019
UK equity mutual fund alphas make a comeback
IB Mateus, C Mateus, N Todorovic
International Review of Financial Analysis 44, 98-110, 2016
322016
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?
AM Fuertes, E Kalotychou, N Todorovic
Review of Quantitative Finance and Accounting 45, 251-278, 2015
302015
Quantitative or momentum-based multi-style rotation? UK experience
A Clare, S Sapuric, N Todorovic
Journal of Asset Management 10, 370-381, 2010
302010
What impact does a change of fund manager have on mutual fund performance?
A Clare, N Motson, S Sapuric, N Todorovic
International Review of Financial Analysis 35, 167-177, 2014
282014
US sector rotation with five-factor Fama–French alphas
G Sarwar, C Mateus, N Todorovic
Journal of Asset Management 19, 116-132, 2018
232018
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
IB Mateus, C Mateus, N Todorovic
Journal of Asset Management 20, 15-30, 2019
202019
Alphas in disguise: A new approach to uncovering them
VL Chinthalapati, C Mateus, N Todorovic
Cesario and Todorovic, Natasa, Alphas in Disguise: A New Approach to …, 2015
182015
Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
IB Mateus, C Mateus, N Todorovic
The European Journal of Finance 25 (12), 1077-1098, 2019
162019
Determinants of debt rescheduling in Eastern European countries
J Laušev, A Stojanovic, N Todorovic
Economic Annals 56 (188), 7-31, 2011
152011
A tale of two states: asymmetries in the UK small, value and momentum premiums
G Sarwar, C Mateus, N Todorovic
Applied Economics 49 (5), 456-476, 2017
132017
S&P Global Sector survivals: Momentum effects in sector indices underlying iShares
H Kos, N Todorovic
The Quarterly Review of Economics and Finance 48 (3), 520-540, 2008
72008
The impact of benchmark choice on US mutual fund benchmark-adjusted performance and ranking
IB Mateus, C Mateus, N Todorovic
Journal of Asset Management 20 (1), 15-30, 2019
32019
A guide to survival of momentum in UK style portfolios
G Sarwar, C Mateus, N Todorovic
International Journal of Banking, Accounting and Finance 9 (2), 192-224, 2018
32018
Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum premiums in the UK
G Sarwar, C Mateus, N Todorovic
32015
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US
C Mateus, S Sarwar, N Todorovic
The European Journal of Finance 29 (4), 444-465, 2023
12023
US sector rotation with five-factor Fama-French alphas
C Mateus, G Sarwar, N Todorovic
Journal of Asset Management 19 (2), 2018
12018
UK Mutual Fund Performance Persistence with Active Peer Benchmarks
IB Mateus, C Mateus, N Todorovic
Available at SSRN: https://papers. ssrn. com/sol3/papers. cfm, 2018
12018
Mutual fund performance: An approach to identifying the top performing funds
IB Mateusa, C Mateusa, N Todorovicb
Available at SSRN 3071026, 2017
12017
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Artikler 1–20