文章基本信息

标题：Performance of Emerging Market Diversified Equity Funds
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作者：Halil Kiymaz
期刊名称：International Journal of Social Sciences and Humanity Studies
电子版ISSN：1309-8063
出版年度：2012
卷号：4
期号：2
出版社：Social Sciences Research Society
摘要：This paper examines the performance of diversified emerging market funds during the period of January 2000 and November 2011. The emerging market funds provide U.S. investors an alternative to expose their portfolios. Emerging markets differs from developed markets on a wide range of market and economic characteristics, including size, liquidity, and regulation. The results show that diversified emerging market funds generate some significant alphas for their investors during the study period. An analysis of sub-period performance suggests that these funds do not consistently provide excess returns, showing great variations from one period to another.
关键词：Emerging Markets; Mutual Funds; Diversified Funds