Web1 mrt. 2000 · Past returns tell less about the future performance of funds which discard, so flows are less sensitive to them when they are poor. Our model predicts that … WebHow Investors Interpret Past Fund Returns A. Lynch, David K. Musto Economics 2000 The literature documents a convex relation between past returns and fund flows of mutual funds. We show this to be consistent with fund incentives, because funds discard exactly those strategies… Expand 417 PDF Save Alert
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WebPast returns tell less about the future performance of funds which discard, so flows are less sensitive to them when they are poor. Our model predicts that strategy changes only … Web23 mei 2015 · How Investors Interpret Past Fund Returns A. Lynch, David K. Musto Economics 2000 The literature documents a convex relation between past returns and fund flows of mutual funds. We show this to be consistent with fund incentives, because funds discard exactly those strategies… Expand 418 Highly Influential PDF iowa prohibited destructive acts
How Investors Interpret Past Fund Returns - University of …
WebHow Investors Interpret Past Fund Returns Several recent papers find a convex relation between past returns and fund flows of open-end mutual funds. We show this pattern … Web1 mrt. 2012 · How Investors Interpret Past Fund Returns A. Lynch, David K. Musto Economics 2000 The literature documents a convex relation between past returns and fund flows of mutual funds. We show this to be consistent with fund incentives, because funds discard exactly those strategies… 418 PDF WebPast returns contain less information about the future performance of funds which change strategies, so fund flows are less sensitive to past returns when past returns are lower. … iowa profile tool