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Essays in financial economics

Wachter, Jessica - 2000

Persistent link: https://www.econbiz.de/10003280740

Difference in interim performance and risk taking with short-sale constraints

Başak, Suleyman; Makarov, Dmitry - In: Journal of financial economics 103 (2012) 2, pp. 377-392

Persistent link: https://www.econbiz.de/10009501365

Bubble-crash experience and investment styles of mutual fund managers

Luo, Deming; Yao, Zhongwei; Zhu, Yanjian - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013494266

Synthetic leverage and fund risk-taking

Fricke, Daniel - 2021

Mutual fund risk-taking via active portfolio rebalancing varies both in the cross-section and over time. In this paper, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet activities. For this purpose, I propose a novel measure of...

Persistent link: https://www.econbiz.de/10012489580

Fund manager allocation

Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - 2012 - This version: June 29, 2012

We show that fund families allocate their fund managers to different market segments such that their skill is rewarded … she works. Even skilled managers can generate alpha only if the market segment is inefficient. Fund families take this … relation between skill and inefficiency into account and allocate their best managers to the least efficient market segment …

Persistent link: https://www.econbiz.de/10009705479