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The performance of US-based emerging market mutual funds

Kiymaz, Halil; Simsek, Koray D. - In: Journal of capital markets studies 1 (2017) 1, pp. 58-73

Purpose - The purpose of this paper is to examine the performance of US mutual funds that invest primarily in emerging … funds are reported as well as various risk-adjusted performance measures. Alphas are computed for different sub … hand, do not provide any significant positive alphas; mostly alphas are negative. An analysis of sub-period performance …

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Performance measurement with selectivity, market and volatility timing

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