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Asset pricing with heterogeneous beliefs and relative performance

Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119

Persistent link: https://www.econbiz.de/10010244893

Mutual fund's net economic alpha : definition and evidence

Garyn-Tal, Sharon; Lauterbach, Beni - In: Journal of investment management : JOIM 11 (2013) 2, pp. 73-91

Persistent link: https://www.econbiz.de/10009763908

Is there a local advantage for mutual funds that invest in Eastern Europe?

Bóta, Gábor; Ormos, Mihály - In: Eastern European economics 54 (2016) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10011507718

Corporate sustainability in asset pricing models and mutual funds performance measurement

Walker, Thomas J.; Lopatta, Kerstin; Kaspereit, Thomas - In: Financial markets and portfolio management 28 (2014) 4, pp. 363-407

Persistent link: https://www.econbiz.de/10010467393

Fund flows inducing mispricing of risk in competitive financial markets

Stahmer, Axel - 2015

This paper studies the effect of new fund flows on investment behavior and the resulting equilibrium price of risk. The Small Fund Industry model shows equilibria with overinvestment in unprofitable and underinvestment in profitable investment opportunities. The Large Fund Industry model derives...

Persistent link: https://www.econbiz.de/10011389297