Endogeneity in the mutual fund flow-performance relationship : an instrumental variables solution
Year of publication: |
2021
|
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Authors: | Rakowski, David ; Yamani, Ehab |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 247-271
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Subject: | 2SLS | Endogeneity | Flow–performance relationship | Fund flows | Instrumental variables | Model specification | Mutual funds | Portfolio performance | Reverse causality | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | IV-Schätzung |
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