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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

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

Vulnerable asset management? The case of mutual funds

Fricke, Christoph; Fricke, Daniel - In: Journal of financial stability 52 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012745417

Investment funds and financial stability : policy considerations

Garcia Pascual, Antonio (ed.); Singh, Ranjit A. (ed.); … - 2021

The paper's analysis underscores the importance of the ongoing Financial Stability Board-led process of identifying policy options, involving national authorities and the International Organization of Securities Commissions and other standard setters. In this context, the global nature of the...

Persistent link: https://www.econbiz.de/10013336244

Aggregate risk and efficiency of mutual funds

Kucinskas, Simas - In: Journal of banking & finance 101 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012162580

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

Essays in institutional investors and financial markets

Cötelioglu, Efe - 2021

Persistent link: https://www.econbiz.de/10013445685

Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets

Igan, Deniz - 2015

We analyze the implications of linking the compensation of fund managers to the return of their portfolio relative to that of a benchmark - a common solution to the agency problem in delegated portfolio management. In the presence of such relative-performance-based objectives, investors have...

Persistent link: https://www.econbiz.de/10013013820

Determinants of tracking error in German EFTs : the role of market liquidity

Osterhoff, Friedrich; Kaserer, Christoph - In: Managerial finance 42 (2016) 5, pp. 417-437

Persistent link: https://www.econbiz.de/10011570269

Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models … & Portfolio Managers JP Morgan Portfolio Liquidity Assessment Framework & ModelsPortfolio Assets Modeled: 17 Asset Classes: Hedge … Guided Teams of Quants, Portfolio Managers and Managing Directors: Built Liquidity Risk Modeling System for Deployment by the …

Persistent link: https://www.econbiz.de/10013405318

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