The influence of return and risk indicators on openend mutual fund flows

P. 771-779.

Kandaurov D.

This paper studies the flow-performance relation for Russian open-end mutual funds. A model analogous to the one discussed in Chevalier and Ellison (1997) is used. We also consider the flow-risk performance for different risk measures.

В книге

XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн.

Под редакцией: Е. Г. Ясин Кн. 1. М.: Издательский дом НИУ ВШЭ, 2016.