The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets
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Cited by:
- Karyl Leggio & Donald Lien, 2003. "An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 211-223, June.
- Masaki Mori & Ming Zhang, 2006. "Foreign Real Estate Security Investments for Japanese Investors," International Real Estate Review, Global Social Science Institute, vol. 9(1), pages 1-26.
- Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015. "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 119-127.
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Keywords
Downside risk; mutual funds; performance measurement; risk preference; asymmetric return distributions;All these keywords.
JEL classification:
- G - Financial Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-07-26 (Corporate Finance)
- NEP-CMP-2004-07-26 (Computational Economics)
- NEP-FIN-2004-07-26 (Finance)
- NEP-FMK-2004-07-26 (Financial Markets)
- NEP-RMG-2004-07-26 (Risk Management)
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