Liquidity Risk and Credit Supply during the Financial Crisis: The Case of German Banks
AM Syed, A Diaw, M Kessentini - 2015 - hal.science
This study provides the evidence of the performance of SRI funds in the UK and in France
both before and during the financial crisis. We find that in the pre-crisis (2004-2007) period
all French and UK funds outperformed the market. According to the modified Sharpe ratio,
French and UK funds also outperformed during the crisis period (2007-2009) when
compared with relative market benchmarks. This result is not confirmed by the Jensen alpha
or the Treynor ratio, but these instruments did not indicate significant underperformance …
both before and during the financial crisis. We find that in the pre-crisis (2004-2007) period
all French and UK funds outperformed the market. According to the modified Sharpe ratio,
French and UK funds also outperformed during the crisis period (2007-2009) when
compared with relative market benchmarks. This result is not confirmed by the Jensen alpha
or the Treynor ratio, but these instruments did not indicate significant underperformance …
[PDF][PDF] Liquidity Risk and Credit Supply during the Financial Crisis: The Case of German Banks
T El Manar - hal.science
This study provides the evidence of the performance of SRI funds in the UK and in France
both before and during the financial crisis. We find that in the pre-crisis (2004-2007) period
all French and UK funds outperformed the market. According to the modified Sharpe ratio,
French and UK funds also outperformed during the crisis period (2007-2009) when
compared with relative market benchmarks. This result is not confirmed by the Jensen alpha
or the Treynor ratio, but these instruments did not indicate significant underperformance …
both before and during the financial crisis. We find that in the pre-crisis (2004-2007) period
all French and UK funds outperformed the market. According to the modified Sharpe ratio,
French and UK funds also outperformed during the crisis period (2007-2009) when
compared with relative market benchmarks. This result is not confirmed by the Jensen alpha
or the Treynor ratio, but these instruments did not indicate significant underperformance …
以上显示的是最相近的搜索结果。 查看全部搜索结果