Sökning: "Mingxia Lu"

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  1. 1. Mutual Fund Performance – An Empirical Analysis of China’s Mutual Fund Market

    D-uppsats, Göteborgs universitet/Graduate Business School

    Författare :Yuzhong Zhao; Mingxia Lu; [2006]
    Nyckelord :Open-end fund; Closed-end fund; Mean-variance theory; Downside risk; Lower Partial Moment; Value at Risk; Efficient frontier;

    Sammanfattning : This paper investigates the performance of China’s mutual funds in the period 2001-2005 by using mean-variance, downside-risk and value-at-risk approaches. We distinguish between the open-end funds and closed-end funds in terms of their different characteristics and investment styles. LÄS MER