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Is the risk of funds managed by female fund managers small? Relationship between fund risk and gender of fund managers
With the improvement of people's awareness of investment and financial management, open-end funds, especially stock-based open-end funds, are increasingly respected by people. In the operation of funds, fund managers play a key role in the performance of funds. Fund managers have unique advantages in the collection, analysis and collation of market information with the research team behind them. For active funds, choosing a fund means choosing a fund manager. Studies have shown that there are differences in the investment behavior of investors of different sexes, and gender is the third factor that determines the investment style. So, does the gender of fund managers have the same influence on fund investment?

Some domestic scholars have studied the influence of fund managers' gender on fund investment, and reached some conclusions: through the research and analysis of the data, it is found that female fund managers are younger, their investment styles are not significantly different from those of men, and their stock picking ability is slightly worse than that of men, but the difference is not significant. The risk-adjusted income index of the funds they manage is obviously worse than that of men, and the systemic risk is obviously higher than that of men.

Total fund risk

Generally speaking, the total risk level of funds managed by female fund managers is relatively high. According to investment psychology, investors are often overconfident in their abilities, knowledge and future expectations, which makes them take more risks in investment decisions. Overconfidence comes from the illusion of knowledge, that is, investors think they are better than others and have more favorable information, so as to make better decisions. Perhaps this is why female fund managers take on a higher level of risk. Because there are relatively few female fund managers, the proportion of a few women who become fund managers is also very small among all women, which may make them have a higher sense of superiority and stronger self-confidence than male fund managers.

Systematic risk and non-systematic risk

At the same time, the systematic risk of funds managed by female fund managers is also high, and correspondingly, the proportion of non-systematic risk of funds managed by female fund managers is relatively small. Higher systemic risk may be related to the concentration of shareholding in investment style. Female fund managers' shareholding concentration is slightly lower than that of men, which will lead to more dispersed non-systematic risks. Both male and female fund managers, the indicators used to measure the risk of investing in small-scale companies are less than 0, indicating that the performance of domestic fund managers is more from investing in large-cap stocks, that is, large-cap stocks. The index of female fund managers is smaller than that of men, which reflects that they are relatively more dependent on large-cap stock investment, which is consistent with their relatively greater systemic risk.

Relationship between fund manager's educational background and risk

It has always been said that a high degree of education corresponds to higher total risk and systematic risk, and lower non-systematic risk. It may be because a high degree of education has brought more self-confidence to fund managers, and more self-confidence makes them think that they can make better decisions, thus taking more risks when making investment decisions.

Relationship between fund establishment period and risk

The fund age is positively related to the total risk and systemic risk, which shows that the investment management team of established funds has accumulated rich investment experience after a long period of market baptism and believes that they have a deeper understanding of the market. As the saying goes, artists are bold, so they are often overconfident in their abilities, knowledge and future expectations, and the more willing they are to take more risks.

Relationship between fund size and fund risk

Fund size is also positively related to total risk and systematic risk, and negatively related to non-systematic risk. It is also easy to understand that when the market situation changes, the larger the fund size, the less flexible it is, and the greater the market fluctuation caused by buying and selling the same proportion of securities.