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Competition among Portfolio Managers and Asset Specialization

Basak, Suleyman - 2017

This paper develops a tractable dynamic model of competition between two risk-averse portfolio managers who attempt to … risk due to competition. Contrary to the standard result without competition, a higher risk aversion could well incentivize … more risk taking. We also show that competition can be conducive to asset specialization, and hence under …

Persistent link: https://www.econbiz.de/10012976674

Chandra, Siddharth - In: Journal of regional science 45 (2005) 3, pp. 591-616

Persistent link: https://www.econbiz.de/10003086289

Chandra, Siddharth - 2005

The concept of economic homogeneity in regional science is based on two very different notions: composition and similarity. In the case of the states of the US, measures of homogeneity based on these different notions are negatively correlated with each other, suggesting that the results of...

Persistent link: https://www.econbiz.de/10014063384

Geographic distribution of firms and expected stock returns

Dissanayake, Ruchith - In: Journal of economic dynamics & control 133 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10014535820

Liquidity creation, bank competition and revenue diversification

Vuong Thao Tran; Nguyen, Hoa - In: The Quarterly Journal of Finance : QJF 13 (2023) 3, pp. 1-45

Persistent link: https://www.econbiz.de/10014442303

Handling risk-on/risk-off dynamics with correlation regimes and correlation networks

Papenbrock, Jochen; Schwendner, Peter - In: Financial markets and portfolio management 29 (2015) 2, pp. 125-147

Persistent link: https://www.econbiz.de/10011350209

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

A network approach to portfolio selection

Peralta, Gustavo; Zareei, Abalfazl - In: Journal of empirical finance 38 (2016), pp. 157-180

Persistent link: https://www.econbiz.de/10011663236

Clustering and portfolio selection problems : a unified framework

Puerto, Justo; Rodríguez-Madrena, Moisés; Scozzari, Andrea - In: Computers & operations research : and their … 117 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012175449

Network origins of portfolio risk

Zareei, Abalfazl - In: Journal of banking & finance 109 (2019), pp. 1-29

Persistent link: https://www.econbiz.de/10012224980

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