Add to ORKGEmploying a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exhibited by Irish fund managers is estimated. Managers whose remit is ‘aggressive’ or ‘balanced’ management of their portfolios have coefficients lying between 1.69–2.42 and 3.24–3.69 respectivel
In this paper, we show that the way in which fund managers are compensated can, under plausible cond...
Investors in hedge funds and commodity trading advisors [CTA’s] are naturally concerned with risk as...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...
This paper investigates the degree of risk aversion exhibited by Irish fund managers. Assuming a mea...
Employing a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exh...
Employing a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exhi...
A fund's performance is usually compared to the performance of an index or other funds. If a fund tr...
Abstract This paper finds that fund managers do not expect mean reverting returns, as suggested by t...
We analyze the impact of prior performance on the risk-taking behavior of mutual fund managers. We c...
We develop a unified model of the interactions among investors, fund companies, and fund managers.We...
The issue of whether mutual fund managers behave as though they are competing in a tournament has be...
We propose a model where investors hire fund managers to invest either in risky bonds or in riskless...
This paper analyses the impact of the emergence of new funds on the portfolio decisions of mutual fu...
Investors in hedge funds and commodity trading advisors [CTA] are naturally concerned with risk as w...
We propose a general equilibrium model where investors hire fund managers to invest their capital ei...
In this paper, we show that the way in which fund managers are compensated can, under plausible cond...
Investors in hedge funds and commodity trading advisors [CTA’s] are naturally concerned with risk as...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...
This paper investigates the degree of risk aversion exhibited by Irish fund managers. Assuming a mea...
Employing a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exh...
Employing a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exhi...
A fund's performance is usually compared to the performance of an index or other funds. If a fund tr...
Abstract This paper finds that fund managers do not expect mean reverting returns, as suggested by t...
We analyze the impact of prior performance on the risk-taking behavior of mutual fund managers. We c...
We develop a unified model of the interactions among investors, fund companies, and fund managers.We...
The issue of whether mutual fund managers behave as though they are competing in a tournament has be...
We propose a model where investors hire fund managers to invest either in risky bonds or in riskless...
This paper analyses the impact of the emergence of new funds on the portfolio decisions of mutual fu...
Investors in hedge funds and commodity trading advisors [CTA] are naturally concerned with risk as w...
We propose a general equilibrium model where investors hire fund managers to invest their capital ei...
In this paper, we show that the way in which fund managers are compensated can, under plausible cond...
Investors in hedge funds and commodity trading advisors [CTA’s] are naturally concerned with risk as...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...