Downside Risk Timing by Mutual Funds
Author:
Affiliation:
1. University of Illinois at Chicago
2. Gaidar Institute and RANEPA
3. Michigan State University, Gaidar Institute, and CEPR
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/raps/article-pdf/9/1/171/28649804/ray003.pdf
Reference46 articles.
1. Why constrain your mutual fund manager?;Almazan;Journal of Financial Economics,2004
2. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Economics,2002
3. Downside risk;Ang;Review of Financial Studies,2006
4. False discoveries in mutual fund performance: Measuring luck in estimated alphas;Barras;Journal of Finance,2010
5. Conditional market timing with benchmark investors;Becker;Journal of Financial Economics,1999
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