Impact of financial benchmarks upon the portfolio distribution of mutual funds: the evidence from turkish capital market

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dc.contributor.authorKayhan, Fatih
dc.contributor.authorDoganer, Mine Berra
dc.contributor.authorIslamoglu, Mehmet
dc.date.accessioned2024-09-29T16:30:55Z
dc.date.available2024-09-29T16:30:55Z
dc.date.issued2022
dc.departmentKarabük Üniversitesien_US
dc.description.abstractThe purpose of the study is to examine how financial benchmark returns impact the portfolio distribution of mutual funds. The scope of paper is limited to Turkish mutual funds market. Method employed in the paper; Granger Causality Test based on the VAR model is used. Findings of the quantitative analysis: As the return on government debt securities (index) inclines, the demand on Government Domestic Debt Securities goes up, and then, weight of government debt securities increases in consolidated portfolio of mutual funds. The paper concludes that for bonds, benchmark returns are effective on portfolio distribution of mutual funds.en_US
dc.identifier.doi10.33203/mfy.1140189
dc.identifier.endpage178en_US
dc.identifier.issn1308-6014
dc.identifier.issue118en_US
dc.identifier.startpage161en_US
dc.identifier.trdizinid1149266en_US
dc.identifier.urihttps://doi.org/10.33203/mfy.1140189
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1149266
dc.identifier.urihttps://hdl.handle.net/20.500.14619/11003
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.relation.ispartofMaliye Finans Yazilarıen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.titleImpact of financial benchmarks upon the portfolio distribution of mutual funds: the evidence from turkish capital marketen_US
dc.typeArticleen_US

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