Empirical Evidences on Risk-Taking and Performance of Mutual Fund

Empirical Evidences on Risk-Taking and Performance of Mutual Fund

This paper examines the relationship between performance and risk exposure for mutual funds. The preliminary analysis fails to support the tournament hypothesis, which predicts that poorly performing managers will increase risk exposure while outperforming managers will decrease risk exposure. Inste...

Full description

Saved in:
Bibliographic Details
Main Author: LU, Jingchang
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
Subjects:
fund performance
mutual fund
risk-taking
tournament hypothesis
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/etd_coll/13
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1012&context=etd_coll
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/13
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1012&context=etd_coll

Similar Items