Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/31406
Title: The performance of US international funds during the Asian financial crisis
Authors: Cheng, LTW 
Chan, KC
Pi, LK
Issue Date: 2004
Publisher: The DreamCatchers Group, LLC
Source: Academy of accounting and financial studies journal, 2004, v. 8, no. 2, p. 35-52 How to cite?
Journal: Academy of accounting and financial studies journal 
Abstract: The objective of this study is to examine the performance and investment strategies of the US managed foreign equity mutual funds during the Asian Financial Crisis period. Our findings indicate that a high geographic concentration strategy contributes to excess returns, even after controlling for various fund characteristics including tenure and expense ratio. However, these actively managed funds do not demonstrate superior performance against a passively managed bogey portfolio during the 1997 Asian Financial Crisis.
URI: http://hdl.handle.net/10397/31406
ISSN: 1096-3685
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