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Managerial Factors in Investment Risk: Evidence from Polish Mutual Funds
| Content Provider | Scilit |
|---|---|
| Author | Filip, Dariusz |
| Copyright Year | 2020 |
| Description | The aim of this study is to examine whether investment risk is related to the managerial factors characterising portfolio managers. The study employs four risk measures and a set of individual manager characteristics, including socio-demographic variables determining a manager profile. The analysis is conducted based on data for 144 portfolio managers from 43 domestic equity funds operating in Poland in the period 2000-2015. The examinations are made possible by using static panel models. The obtained results indicate the existence of a relationship between managerial characteristics and risk measures, such as: standard deviation, beta coefficient, tracking error and bear-market percentile ranking. To our knowledge, it is the first paper to evaluate the investment risk of Polish mutual funds in relation to managerial characteristics. |
| Related Links | https://content.sciendo.com/downloadpdf/journals/fiqf/16/1/article-p1.pdf |
| e-ISSN | 1734039X |
| DOI | 10.2478/fiqf-2020-0001 |
| Journal | Financial Internet Quarterly |
| Issue Number | 1 |
| Volume Number | 16 |
| Language | English |
| Publisher | Walter de Gruyter GmbH |
| Publisher Date | 2020-03-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Financial Internet Quarterly Financial Internet Quarterly Applied Ethics Social Sciences, Interdisciplinary Managerial Factors Investment Risk Portfolio Managers |
| Content Type | Text |
| Resource Type | Article |
