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’...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Publishing house of University of Pitesti, Romania
2012-09-01
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Series: | Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice |
Subjects: | |
Online Access: | http://economic.upit.ro/repec/pdf/2012_1_9.pdf |