A tournament analysis of mutual funds in Turkey

dc.contributor.authorÖztürkkal, Belma
dc.contributor.authorErdem, Orhan
dc.date.accessioned2019-06-27T08:03:57Z
dc.date.available2019-06-27T08:03:57Z
dc.date.issued2012
dc.departmentFakülteler, İşletme Fakültesi, Uluslararası Ticaret ve Finans Bölümüen_US
dc.description.abstractThis is an analysis of the mutual funds in Turkey with respect to their risk-altering behavior Using the monthly returns and volatilities of 133 funds from 2002 to 2007 we divide each year in two parts and check whether or not the funds' performance in the first part affects the behavior of mutual fund companies in the second part in terms of risk. We find sufficient evidence that the funds which have lower/higher performance in the first part of the year have higher/lower risk appetite for the second half of the year: The results have stronger significance if the year is divided from June or July. The results from the Turkish mutual funds market are generally in line with previous literature from developed countries.en_US]
dc.identifier.citation0
dc.identifier.doi10.3484/iif.2012.321.3354en_US
dc.identifier.endpage56
dc.identifier.issn1300-610Xen_US
dc.identifier.issn1300-610X
dc.identifier.issue321
dc.identifier.scopusqualityN/A
dc.identifier.startpage39en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12469/868
dc.identifier.urihttp://www.iif.com.tr/index.php/iif/article/view/iif.2012.321.3354
dc.identifier.volume27en_US
dc.identifier.wosWOS:000315071600002en_US
dc.identifier.wosqualityN/A
dc.institutionauthorÖztürkkal, Belmaen_US
dc.language.isoenen_US
dc.publisherBilgesel Yayincilik San & Tic Ltden_US
dc.relation.journalİktisat İşletme ve Finansen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPortfolio risken_US
dc.subjectMutual fundsen_US
dc.subjectEmerging marketsen_US
dc.titleA tournament analysis of mutual funds in Turkeyen_US
dc.typeArticleen_US
dspace.entity.typePublication

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
IIF_2011_Ozturkkal_Erdem.pdf
Size:
5.16 MB
Format:
Adobe Portable Document Format
Description:
Tam Metin / Full Text