Do mutual funds perform when it matters most to investors? us mutual fund performance and risk in recessions and expansions

Quarterly Journal of Finance

Volumn 1, Issue 3, 2011, Pages 607-664

  Kosowski, Robert ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

asset pricing; asymmetric information; business cycles; Markovswitching models; Mutual funds; portfolio choice

Indexed keywords

EID: 84873442818     PISSN: 20101392     EISSN: 20101406     Source Type: Journal    
DOI: 10.1142/S2010139211000146     Document Type: Article

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