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Exchange traded fund risk management and resiliency

Smodis, Sebastjan; Smore, Suzanne - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10012250009

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Low-β investing with mutual funds

Nanigian, David - In: Financial services review : the journal of individual … 23 (2014) 4, pp. 361-383

Persistent link: https://www.econbiz.de/10011392044

The short-term impact of director trading in UK closed-end funds

Andriosopoulos, Dimitris; Steliaros, Michael; Thomas, … - In: The European journal of finance 21 (2015) 7/9, pp. 672-690

Persistent link: https://www.econbiz.de/10011302054

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

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