[en] We study the relationship between the past performance of mutual funds and their capital flows (i.e. their subscriptions and redemptions). Testing the most traditional risk-adjusted performance measures, we identify the ones which best explain the flows of US equity mutual funds.
Disciplines :
Finance
Author, co-author :
Sougné, Danielle ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > Gestion financière et consolidation
Bodson, Laurent ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit
Cave, Arnaud
Language :
English
Title :
Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures?
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