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Title: Equity mutual fund performance evaluation : an emerging market perspective
Authors: Hili, Jana
Pace, Desmond
Grima, Simon
Keywords: Assets (Accounting) -- Prices -- Econometric models
Mutual funds -- Developing countries
Financial risk management
Issue Date: 2016
Publisher: Emerald Group Publishing Limited
Citation: Hili, J., Pace, D., & Grima, S. (2016). Equity mutual fund performance evaluation: an emerging market perspective. In S. Grima, F. Bezzina (Eds.), Contemporary issues in Bank Financial management (Contemporary studies in economic and financial analysis, Volume 97), pp.93 – 132. Emerald Group Publishing Limited.
Abstract: The uncertainty as to whether investments in riskier and less efficient markets allow managers to ‘beat the market’ remains a question to which answers are required. Accordingly, the purpose of this chapter is to offer new insights on portfolios of the US, European and Emerging Market (‘EM’) domiciled equity mutual funds whose objectives are the investment in emerging economies, and specifically analyses two main issues: alpha generation and the influence of the funds’ characteristics on their risk-adjusted performance.
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