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Why is timing perverse?

Matallín-Sáez, Juan Carlos; Moreno, David; … - In: The European journal of finance 21 (2015) 13/15, pp. 1334-1356

Persistent link: https://www.econbiz.de/10011419882

A note on market timing : interim trading and the performance of holdings-based and return-based measures

Matallín-Sáez, Juan Carlos - In: International review of economics & finance : IREF 35 (2015), pp. 90-99

Persistent link: https://www.econbiz.de/10011333719

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

Mutual fund performance attribution and market timing using portfolio holdings

Andreu, Laura; Matallín-Sáez, Juan Carlos; Sarto, … - In: International review of economics & finance : IREF 57 (2018), pp. 353-370

Persistent link: https://www.econbiz.de/10012033883

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