How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
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- Thomas Flavin, 2006. "How risk averse are fund managers? Evidence from Irish mutual funds," Applied Financial Economics, Taylor & Francis Journals, vol. 16(18), pages 1355-1363.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Conniffe, Denis & O'Neill, Donal, 2012. "An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion," IZA Discussion Papers 6877, Institute for the Study of Labor (IZA).
More about this item
KeywordsRisk aversion; Fund managers; Dynamic conditional correlations.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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