Peer-Reviewed Journal Details
Mandatory Fields
Flavin T.
2006
December
Applied Financial Economics
How risk averse are fund managers? Evidence from Irish mutual funds
Published
()
Optional Fields
16
18
1355
1363
Employing a mean-variance framework and a multivariate GARCH model, the degree of risk aversion exhibited by Irish fund managers is estimated. Managers whose remit is 'aggressive' or 'balanced' management of their portfolios have coefficients lying between 1.69-2.42 and 3.24-3.69 respectively.
0960-3107
10.1080/09603100600592760
Grant Details