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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
Ben-Rephael, Azi - In: Journal of financial intermediation 31 (2017), pp. 30-44
Persistent link: https://www.econbiz.de/10011822426
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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
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Delegated portfolio management, optimal fee contracts, and asset prices
Sato, Yuki - In: Journal of economic theory 165 (2016), pp. 360-389
Persistent link: https://www.econbiz.de/10011650112
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Carrot and stick : a role for benchmark-adjusted compensation in active fund management
Sotes-Paladino, Juan; Zapatero, Fernando - In: Journal of financial intermediation 52 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013552483
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Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.; Chordia, Tarun; Jiang, Lei; Tang, Yuehua - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
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Debt de-risking
Parise, Gianpaolo - 2020
Persistent link: https://www.econbiz.de/10012226326
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Liquidity risk and mutual fund performance
Xi, Dong; Feng, Shu; Sadka, Ronnie - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1020-1041
Persistent link: https://www.econbiz.de/10012013495
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What style liquidity timing skills do mutual fund managers possess?
Bazgour, Tarik; Bodson, Laurent; Sougné, Danielle - In: The financial review : the official publication of the … 52 (2017) 4, pp. 597-626
Persistent link: https://www.econbiz.de/10011771276
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Swing pricing : theory and evidence
Capponi, Agostino; Glasserman, Paul; Weber, Marko - In: Annual review of financial economics 15 (2023), pp. 617-640
Persistent link: https://www.econbiz.de/10014427161
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Vulnerable asset management? The case of mutual funds
Fricke, Christoph; Fricke, Daniel - In: Journal of financial stability 52 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012745417