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The perils of performance measurement in the German mutual-fund industry
Böhme, Philip; Pohl, Walter; Schmedders, Karl - 2013
We document a curious feature of the German mutual fund industry. Unlike U.S. mutual funds, funds domiciled in Germany … results of both approaches coincide perfectly and show that all but one of the funds domiciled in Germany report intraday NAVs …
Persistent link: https://www.econbiz.de/10009751161
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Informational differences and learning in an asset market with boundedly rational agents
Diks, Cees; Dindo, Pietro - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1432-1465
Persistent link: https://www.econbiz.de/10003732534
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Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
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A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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Asset pricing with loss aversion
Grüne, Lars; Semmler, Willi - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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A quartet of asset pricing models in nominal and real economies
Wei, Chao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 154-165
Persistent link: https://www.econbiz.de/10003810178
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Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David - In: Journal of economic dynamics & control 33 (2009) 7, pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757
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More hedging instruments may destabilize markets
Brock, William A.; Hommes, Cars H.; Wagener, Florian … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
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From structural assumptions to a link between assets and interrest rates
Reiß, Oliver; Schoenmakers, John; Schweizer, Martin - In: Journal of economic dynamics & control 31 (2007) 2, pp. 593-612
Persistent link: https://www.econbiz.de/10003412327