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目前显示的是标签为“Linear Regression”的博文

The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund Market

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=51265#.VGGfHGfHRK0 Author(s)   Darko Brborovic 1 , Petra Posedel 2 Affiliation(s) 1 OTP Invest, Zagreb, Croatia . 2 Department of Mathematics and Statistics, Zagreb School of Economics and Management, Zagreb, Croatia . ABSTRACT With pre 2008 euphoria and present depression, inflows to open investment funds and outflows from it shaped general market conditions on the Croatian fund market. This article studies the relationship between performance of open ended investment funds and inflows (outflows) to them on Croatian funds data in an environment without long fund data history, with small number of funds and relatively illiqui...