Reference : Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?

	Document type :	E-prints/Working papers : First made available on ORBi
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/2268/125346

Title :	Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
Language :	English
Author, co-author :	Sougné, Danielle [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Gestion financière et consolidation >]
	Bodson, Laurent [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Finance et Droit >]
	Cave, Arnaud [ > > ]
Publication date :	May-2012
Keywords :	[en] 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.
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/2268/125346

	File(s) associated to this reference
	Fulltext file(s): File Commentary Version Size Access Open access Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures-1.pdf Publisher postprint 19.82 MB View/Open

All documents in ORBi are protected by a user license.

 

© ULg Library Network |  Feedback |  ORBi legal notices

Dspace v1.5