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    How risk averse are fund managers? Evidence from Irish mutual funds

    Flavin, Thomas (2006) How risk averse are fund managers? Evidence from Irish mutual funds. Applied Financial Economics, 16. pp. 1355-1363. ISSN 0960-3107

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    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
      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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