Koutsokostas, Drosos; Papathanasiou, Spyros; Balios, … - In: The Journal of Risk Finance 20 (2019) 4, pp. 352-369
Purpose: The purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017 by using a variety of performance models. Design/methodology/approach: Using all the available funds in operation and daily data, the...