Beta or duration? Risk-taking by balanced mutual funds in Korea✰
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DOI: 10.1016/j.frl.2019.07.002
Abstract: Abstract We examine the risk-taking behavior of balanced mandate managers in Korea between 2011 and 2018. Though it is well known that mutual fund managers face risk-taking incentives after poor performance, balanced mandate managers are… read more here.
Keywords: taking balanced; risk; risk taking; duration risk ... See more keywords