Mutual Fund Performance and Performance Persistence
| Autor: | Peter Lückoff |
|---|---|
| EAN: | 9783834965271 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 22.01.2011 |
| Untertitel: | The Impact of Fund Flows and Manager Changes |
| Kategorie: | |
| Schlagworte: | Bayesian econometrics agency conflicts asset management capacity constraints factor models |
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Peter Lückoff investigates why fund flows and manager changes act as equilibrium mechanisms and drive the performance of both previously outperforming and previously underperforming funds back to average levels.
Dr. Peter Lückoff was a research associate at the Center for Finance and Banking at the University of Giessen (Professor Wolfgang Bessler), a junior research fellow at the Pensions Institute of Cass Business School, London, and a visiting research fellow at Exeter University Business School.
Dr. Peter Lückoff was a research associate at the Center for Finance and Banking at the University of Giessen (Professor Wolfgang Bessler), a junior research fellow at the Pensions Institute of Cass Business School, London, and a visiting research fellow at Exeter University Business School.
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