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Stock repurchase effect with loan or idle fund

Chieh Liang, Wei; Chun Tsao, Yao; Kuei Chen, Wen; Chau … - In: Management Decision 52 (2014) 7, pp. 1236-1244

Purpose – The purpose of this paper is to integrate Modigliani-Miller (MM) theory and stock repurchases strategy to … procure a practical concept for capital decision. Design/methodology/approach – No-arbitrage proof model deduction was used in … derives some propositions by trichotomy property and keeps the key assumptions of MM Capital Structure Theory. Findings …

Persistent link: https://www.econbiz.de/10014936295

Fast and slow arbitrage : fund flows and mispricing in the frequency domain

Peress, Joël; Xi, Dong; Kang, Namho - 2020

Persistent link: https://www.econbiz.de/10012300568

Equity style allocation : a nonparametric approach

Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164

Persistent link: https://www.econbiz.de/10011485142

Relative performance, risk and entry in the mutual fund industry

Lóránth, Gyöngyi (contributor); … - In: Topics in economic analysis & policy 6 (2006) 1, pp. 1-26

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Delegated portfolio management, optimal fee contracts, and asset prices

Sato, Yuki - 2015

This paper proposes a model of asset-market equilibrium with portfolio delegation and optimal fee contracts. Fund managers and investors strategically interact to determine funds' investment profiles, while they share portfolio risk through fee contracts. In equilibrium, their investment...

Persistent link: https://www.econbiz.de/10011293478