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When can life cycle investors benefit from time-varying bond risk premia?

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780

Persistent link: https://www.econbiz.de/10003941685

The dynamics of the impact of past performance on mutual fund flows

Goriaev, Aleksej P. (contributor); … - 2001 - [Elektronische Ressource]

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Optimal savings and portfolio choice with risky labor income and reference-dependent preferences

Bilsen, Servaas van; Laeven, Roger; Nijman, Theodore E. - 2023

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Do sophisticated investors believe in the law of small numbers?

Baquero, Guillermo (contributor); Verbeek, Marno (contributor) - 2006

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Hedge fund flows and performance streaks : how investors weigh information

Baquero, Guillermo; Verbeek, Marno - 2015

We examine the relative weights hedge fund investors attach to past information in the fund selection process. The weighting scheme appears inconsistent with econometric forecasting models that predict fund returns, alphas or Sharpe ratios. In particular, investor flows are highly sensitive to...

Persistent link: https://www.econbiz.de/10010471775