PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS

The study investigates the persistence in performance for a sample of South European funds, domiciled in Portugal, Italy, Greece and Spain. Employing the Sharpe ratio, risk adjusted performance is measured in an attempt to judge the influence of the 2008 crisis and the current debt crisis on funds’...

Full description

Saved in:
Bibliographic Details
Main Authors: Theodoros KARGIDIS, Chris GROSE
Format: Article
Language:English
Published: University of Pitesti 2012-09-01
Series:Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice
Subjects:
Online Access:http://economic.upit.ro/repec/pdf/2012_1_9.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!