Narrow search
Showing 1 - 10 of 13,236
Cover Image
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
Cover Image
Volatility-induced financial growth
Dempster, Michael A. H.; Evstigneev, Igor V.; … - In: Quantitative fund management, (pp. 67-84). 2009
Persistent link: https://www.econbiz.de/10003796944
Cover Image
Volatility-induced financial growth
Dempster, Michael A. H. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002998126
Cover Image
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu; Dufour, Alfonso - In: The quarterly review of economics and finance 94 (2024), pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Cover Image
Performance evaluation of Islamic mutual funds relative to conventional funds : empirical evidence from Saudi Arabia
Ashraf, Dawood - In: International journal of Islamic and Middle Eastern … 6 (2013) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10010338355
Cover Image
Does high stock price synchronicity always hurt mutual fund industry? : sentiment matters
Dong, Feng; Wilson, Son Dang - In: The journal of behavioral finance : a publication of … 20 (2019) 1, pp. 73-80
Persistent link: https://www.econbiz.de/10012180459
Cover Image
Assessing the performance of mutual funds
Anghelache, Constantin; Anghel, Mădălina-Gabriela; … - In: Theoretical and applied economics : GAER review 29 (2022) 2/631, pp. 175-186
Persistent link: https://www.econbiz.de/10014325384
Cover Image
Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach
Rachev, Svetlozar T. - 2020
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as … “anomalies” the theory of rational finance cannot explain: (i) Predictability of asset returns; (ii) The Equity Premium; (iii …) The Volatility Puzzle. We offer resolutions of those objections within the rational finance. We do not claim that those …
Persistent link: https://www.econbiz.de/10012842392
Cover Image
Effects of market returns and market volatility on investor risk tolerance
Hatch, Courtney Droms; Carlson, Kurt; Droms, William G. - In: Journal of financial services marketing : JFSM 23 (2018) 2, pp. 77-90
Persistent link: https://www.econbiz.de/10011891201
Cover Image
Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies
Fičura, Milan - In: Prague economic papers : a bimonthly journal of … 28 (2019) 4, pp. 385-401
Persistent link: https://www.econbiz.de/10012130976