Market risks in asset management companies

This paper shows that revenues from a sample of publicly traded US asset management companies carry substantial market risks. Not only does this challenge the academic risk management literature about the predominance of operative risks in asset management, it is also at odds with current practice i...

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Veröffentlicht in:	Quantitative finance 2012-10, Vol.12 (10), p.1547-1556
1. Verfasser:	Scherer, Bernd
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied econometrics Asset management Bayesian statistics C1, C2, C11, C23 Investment advisors Revenue Risk management Studies
Online-Zugang:	Volltext
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