Flavin, Thomas
(2006)
How risk averse are fund managers?
Evidence from Irish mutual funds.
Applied Financial Economics, 16.
pp. 1355-1363.
ISSN 0960-3107
Abstract
Employing a mean-variance framework and a multivariate GARCH
model, the degree of risk aversion exhibited by Irish fund managers is
estimated. Managers whose remit is ‘aggressive’ or ‘balanced’ management
of their portfolios have coefficients lying between 1.69–2.42 and 3.24–3.69
respectively
| Item Type: |
Article
|
| Keywords: |
risk averse; fund managers; evidence; Irish mutual funds; |
| Academic Unit: |
Faculty of Social Sciences > Economics, Finance and Accounting |
| Item ID: |
7992 |
| Depositing User: |
Thomas Flavin
|
| Date Deposited: |
07 Mar 2017 14:57 |
| Journal or Publication Title: |
Applied Financial Economics |
| Publisher: |
Taylor & Francis (Routledge) |
| Refereed: |
Yes |
| URI: |
|
| Use Licence: |
This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available
here |
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