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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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A note on sorting bias correction in regression-based mutual fund tournament tests
Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29
Persistent link: https://www.econbiz.de/10010500751
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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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Mutual funds’ returns from providing liquidity and costs of immediacy
Rinne, Kalle; Suominen, Matti - 2014
Persistent link: https://www.econbiz.de/10010502055
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Debt de-risking
Parise, Gianpaolo - 2020
Persistent link: https://www.econbiz.de/10012226326
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Vulnerable asset management? : the case of mutual funds
Fricke, Christoph; Fricke, Daniel - 2017
funds’ vulnerability to systemic asset liquidations, highlighting the importance of funds’ liquidity transformation …. Therefore, regulators should monitor structural vulnerabilities in the fund sector arising through liquidity transformation. …
Persistent link: https://www.econbiz.de/10011740280
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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