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The forecasting ability of world mutual funds

Rodríguez, Javier - In: Studies in economics and finance 31 (2014) 2, pp. 130-140

Persistent link: https://www.econbiz.de/10011336790

The timing ability of hybrid-funds of funds

Rodríguez, Javier - In: The journal of asset management 16 (2015) 1, pp. 70-78

Persistent link: https://www.econbiz.de/10010528213

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1600-1625

Persistent link: https://www.econbiz.de/10009701968

Assessing foreign funds geographical focus timing skill

Rodríguez, Javier; Romero, Herminio - In: Studies in economics and finance 33 (2016) 2, pp. 209-221

Persistent link: https://www.econbiz.de/10011718742

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of Economic Dynamics and Control 36 (2012) 10, pp. 1600-1625

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement...

Persistent link: https://www.econbiz.de/10011051975