Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds

Terry Hallahan; Robert W. Faff

doi:10.1108/ijaim.2011.36619baa.010

Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds

Terry Hallahan, Robert W. Faff

Research output: Contribution to journal › Article › peer-review

Abstract

We investigate the tournament induced risk-shifting behavior of Australian superannuation funds, allowing for non-linearities. We apply a regression-based methodology and examine tournaments based on the calendar year and the financial year. We characterize a small set of non-linear tournament outcomes and find mixed evidence across these different cases.

Original language	English
Pages (from-to)	210-217
Number of pages	8
Journal	International Journal of Accounting and Information Management
Volume	19
Issue number	2
DOIs	https://doi.org/10.1108/ijaim.2011.36619baa.010
Publication status	Published - 2011

Keywords

mutual funds
superannuation

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10.1108/ijaim.2011.36619baa.010

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title = "Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds",

abstract = "We investigate the tournament induced risk-shifting behavior of Australian superannuation funds, allowing for non-linearities. We apply a regression-based methodology and examine tournaments based on the calendar year and the financial year. We characterize a small set of non-linear tournament outcomes and find mixed evidence across these different cases.",

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AB - We investigate the tournament induced risk-shifting behavior of Australian superannuation funds, allowing for non-linearities. We apply a regression-based methodology and examine tournaments based on the calendar year and the financial year. We characterize a small set of non-linear tournament outcomes and find mixed evidence across these different cases.

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UR - http://handle.uws.edu.au:8081/1959.7/uws:29588

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DO - 10.1108/ijaim.2011.36619baa.010

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JO - International Journal of Accounting and Information Management

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ER -

Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds

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Keywords

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