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The influence of return and risk indicators on openend mutual fund flows
P. 771–779.
Кандауров Д. В.
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.
Язык:
английский
В книге
XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн.
Кн. 1. , М.: Издательский дом НИУ ВШЭ, 2016.