References of "IREK, Fabian 50002025"
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See detailAn empirical analysis of the luxembourg mutual fund market place
Irek, Fabian UL

Doctoral thesis (2015)

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See detailThe Lure of the Brand: Evidence from the European Mutual Fund Industry
IREK, Fabian UL; van der scheer; Stefanova

in European Financial Management (2014)

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See detailThe Lure of the Brand: Evidence from the European Mutual Fund Industry
IREK, Fabian UL; Hazenberg, Jan Jaap; Van der Scheer, Willem et al

in European Financial Management (2013)

We investigate the effect of the fund provider s brand on mutual fund flows by using a unique data set that represents a direct assessment of the brand image of European fund providers. A superior brand ... [more ▼]

We investigate the effect of the fund provider s brand on mutual fund flows by using a unique data set that represents a direct assessment of the brand image of European fund providers. A superior brand image increases the sensitivity of fl ows to past performance, while an inferior brand decreases it. Funds with a superior brand are not protected against out flows when there is underperformance. A superior brand, coupled with high past performance, generates persistent infl ows and performance persistence so investors will benefi t when a superior brand fund with high past performance is chosen. [less ▲]

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See detailDo Fund Investors Know that Risk is Sometimes not Priced?
IREK, Fabian UL; Lehnert, Thorsten UL

E-print/Working paper (2013)

Previous research suggests that investor sentiment has an influence on the market's risk-return trade-off. Noise tradersídemand for assets is considered to be risk independent and, as a result, risky ... [more ▼]

Previous research suggests that investor sentiment has an influence on the market's risk-return trade-off. Noise tradersídemand for assets is considered to be risk independent and, as a result, risky assets do not offer a risk premium when demand is high. We show that market risk is only a priced factor of expected fund returns when investor sentiment is low. Furthermore, fund investors seem aware that risk is sometimes not priced. During high sentiment periods, "smart" investors buy safe funds that subsequently outperform and sell risky funds that subsequently underperform. Our results are statistically and economically significant. [less ▲]

Detailed reference viewed: 69 (4 UL)
See detailEs gibt Hoffnung für Aktives Asset Management
Van Bommel, Jos UL; IREK, Fabian UL

Diverse speeches and writings (2012)

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See detailNoise Trading and the Cross-Section of Index Option Prices
IREK, Fabian UL; Frijns, Bart; Lehnert, Thorsten UL et al

E-print/Working paper (2012)

Detailed reference viewed: 19 (0 UL)