Idiosyncratic Risk and Risk Taking Behavior of Mutual Fund Managers
I propose that various measures of mutual funds’ performance are more consistent with their investment capability when mutual funds present low idiosyncratic risks. This paper finds conditional predictor for funds’ returns: alpha predicts returns positively for low idiosyncratic risk funds. It sugge...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2010
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/etd_coll/59 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1058&context=etd_coll |
| الوسوم: |
إضافة وسم
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| المؤسسة: | Singapore Management University |
| اللغة: | English |