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Does systemic risk affect fund managers' tail risk-taking?

Xuan, Quansheng; Li, Zhiyong; Zhao, Tianyu - In: Pacific-Basin finance journal 83 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014491185

Pregled investicionih fondova u Srbiji kroz osvrt na zemlje regiona Balkana

Milačić, Srećko; Siljković, Boris - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 55 (2009) 5, pp. 39-56

Persistent link: https://www.econbiz.de/10003885232

The impact of superannuation fund choice legislation and the global financial crisis on Australian retail fund flows

Gupta, Rakesh; Jithendranathan, Thadavillil - In: Financial services review : the journal of individual … 24 (2015) 3, pp. 217-248

Persistent link: https://www.econbiz.de/10011392049

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011482859

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011536693

Is this time different? : trend-following and financial crises

Hutchinson, Mark C.; O’Brien, John - In: The journal of alternative investments 17 (2014/15) 2, pp. 82-102

Persistent link: https://www.econbiz.de/10010467223

Market conditions and the effect of diversification on mutual fund performance : should funds be more concentrative under crisis?

Hu, Jin-li; Chang, Tzu-pu; Chou, Ray Yeutien - In: Journal of productivity analysis 41 (2014) 1, pp. 141-151

Persistent link: https://www.econbiz.de/10010429325

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011479824

Asset allocation and selectivity of Asian mutual funds during financial crisis

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 233-250

Persistent link: https://www.econbiz.de/10001839836

Mutual Funds in Greece : Case Study of Domestic Equity Mutual Funds During Financial Crisis

Koutsokostas, Drosos - 2019

Purpose: The purpose of this paper is to examine the performance of Greek equity mutual funds for the period 2012-2016, analyzing further selectivity and market timing ability, and short-term performance persistence for the period 2015-2016. Design/methodology/approach: Utilizing a survivorship...

Persistent link: https://www.econbiz.de/10012901901