Reference : Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
E-prints/Working papers : First made available on ORBi
Business & economic sciences : Finance
http://hdl.handle.net/2268/125346
Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
English
Sougné, Danielle mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière et consolidation >]
Bodson, Laurent mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Finance et Droit >]
Cave, Arnaud mailto [ > > ]
May-2012
No
[en] mutual funds ; flows ; risk-adjusted performance measures
[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.
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/125346

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