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...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2009
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |