Eprint first made available on ORBi (E-prints, working papers and research blog)
Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
Sougné, Danielle; Bodson, Laurent; Cave, Arnaud
2012
 

Files


Full Text
Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures-1.pdf
Publisher postprint (20.29 MB)
Download

All documents in ORBi are protected by a user license.

Send to



Details



Keywords :
mutual funds; flows; risk-adjusted performance measures
Abstract :
[en] We study the relationship between the past performance of mutual funds and their capital flows (i.e. their subscriptions and redemptions). Testing the most traditional risk-adjusted performance measures, we identify the ones which best explain the flows of US equity mutual funds.
Disciplines :
Finance
Author, co-author :
Sougné, Danielle ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Gestion financière et consolidation
Bodson, Laurent ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit
Cave, Arnaud
Language :
English
Title :
Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
Publication date :
May 2012
Available on ORBi :
since 16 June 2012

Statistics


Number of views
139 (13 by ULiège)
Number of downloads
317 (15 by ULiège)

Bibliography


Similar publications



Contact ORBi