Dynamics of Cross-Border Flow-Performance Relationships: The Case of European Equity (UCITS) Funds

ISBN-13: 9783658081539 / Angielski / Miękka / 2014 / 94 str.

Simon Weiler

Opis

In order to measure the dynamics of flow-performance relationships for a multi-domicile sample, Simon Weiler applies existing flow-performance research methods to a broad set of European equity (UCITS) funds and proves that major findings (performance-chasing behaviour and a convex flow-performance relationship) also hold true in a cross-border market environment.

Spis treści

Status-Quo of flow-performance research.- Properties of the European mutual fund industry.- Outperformance and performance persistence.- Empiric evidence: Flow-performance characteristics for European equity (UCITS) funds.

O autorze

Simon Weiler works as a research analyst and consultant for an international fund research and information provider.

Blurb

In order to measure the dynamics of flow-performance relationships for a multi-domicile sample, Simon Weiler applies existing flow-performance research methods to a broad set of European equity (UCITS) funds and proves that major findings (performance-chasing behaviour and a convex flow-performance relationship) also hold true in a cross-border market environment.

 Contents

• Status-Quo of flow-performance research
• Properties of the European mutual fund industry
• Outperformance and performance persistence
• Empiric evidence: Flow-performance characteristics for European equity (UCITS) funds

 Target Groups

• Researchers and students in the field of asset management and behavioral finance
• Professionals of international asset management companies or fund service providers

 The Author
Simon Weiler works as a research analyst and consultant for an international fund research and information provider.