Employing 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 respectively.
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
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...
We reexamine empirical evidence on strategic risk-taking behavior by mutual fund managers.Several st...
This paper investigates the motives, behavior, and characteristics shaping mutual fund managers’ wil...
Risk tolerance is one of the behavioral issues that have becoming an important topic within fund man...
This study shows how investing in mutual funds involves an additional risk, which we call management...
A fund's performance is usually compared to the performance of an index or other funds. If a fund tr...
The engagement around investing in mutual funds is increasing and attracts several personal investo...
Many literatures conducted on mutual fund define its popularity among investors and financial analys...
This paper provides a detailed discussion of the relationship between mutual fund management structu...
We propose a model of delegated portfolio management with career concerns. Investors hire fund manag...
A questionnaire survey has found that most fund managers rely on the strategies of buy-&-hold, momen...
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
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...
We reexamine empirical evidence on strategic risk-taking behavior by mutual fund managers.Several st...
This paper investigates the motives, behavior, and characteristics shaping mutual fund managers’ wil...
Risk tolerance is one of the behavioral issues that have becoming an important topic within fund man...
This study shows how investing in mutual funds involves an additional risk, which we call management...
A fund's performance is usually compared to the performance of an index or other funds. If a fund tr...
The engagement around investing in mutual funds is increasing and attracts several personal investo...
Many literatures conducted on mutual fund define its popularity among investors and financial analys...
This paper provides a detailed discussion of the relationship between mutual fund management structu...
We propose a model of delegated portfolio management with career concerns. Investors hire fund manag...
A questionnaire survey has found that most fund managers rely on the strategies of buy-&-hold, momen...
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
Money managers are rewarded for increasing the value of assets under management, and predominantly s...
This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who...
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