Canadian mutual fund flows and performance : non-linearity, frictions and diminishing returns to scale
This thesis investigates the nature of the relationship between mutual fund flows and fund performance in Canada. Specifically, we investigate the non-linearity (or "asymmetry") of the relationship, and how the relationship differs for equity and fixed-income funds using both excess and ra...
Main Author: | |
---|---|
Format: | Others |
Published: |
2007
|
Online Access: | http://spectrum.library.concordia.ca/975760/1/MR40980.pdf LaBerge, Jonathan Michael <http://spectrum.library.concordia.ca/view/creators/LaBerge=3AJonathan_Michael=3A=3A.html> (2007) Canadian mutual fund flows and performance : non-linearity, frictions and diminishing returns to scale. Masters thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/975760/1/MR40980.pdfLaBerge, Jonathan Michael <http://spectrum.library.concordia.ca/view/creators/LaBerge=3AJonathan_Michael=3A=3A.html> (2007) Canadian mutual fund flows and performance : non-linearity, frictions and diminishing returns to scale. Masters thesis, Concordia University.