Dimitrios Xydias

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

http://www.linkedin.com/in/dimitriosxydias

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Scholarly Papers (1)

1.

UK Open-Ended Mutual Funds Industry Pre and Post the Global Financial Crisis: Performance Persistence and Return Attribution

Number of pages: 51 Posted: 09 Nov 2012 Last Revised: 03 Mar 2013
Dimitrios Xydias
City University London - Sir John Cass Business School
Downloads 147 (142,995)

Abstract:

Mutual Funds, UK Mutual Funds, mutual funds, mutual, funds, financial, crisis, financial crisis, mutual funds industry, return, attribution, return attribution, factors, performance persistence, Carhart, Carhart Model, four factor model, parametric approach, non parametric approach