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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien (contributor); Kaniel, Ron (contributor) - 2008 - [Rev.]
Persistent link: https://www.econbiz.de/10003770599
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien; Kaniel, Ron - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
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Risk and wealth in a model of self-fulfilling currency attacks
Guimarães, Bernardo; Morris, Stephen - In: Journal of monetary economics 54 (2007) 8, pp. 2205-2230
Persistent link: https://www.econbiz.de/10003614138
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Risk and wealth in a model of self-fulfilling currency crises
Guimarães, Bernardo; Morris, Stephen - 2003
Persistent link: https://www.econbiz.de/10001798668
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Portfolio liquidity and security design with private information
DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
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Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi (contributor); Goldstein, Itay (contributor);  … - 2007 - This draft: May 2007
Persistent link: https://www.econbiz.de/10003727451
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Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi; Goldstein, Itay; Jiang, Wei - In: Journal of financial economics 97 (2010) 2, pp. 239-262
Persistent link: https://www.econbiz.de/10008648207
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Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi (contributor); Goldstein, Itay (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526041
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Strategic Mutual Fund Tournaments
Chen, Joseph - 2018
This paper characterizes the optimal risk-taking strategies of mutual fund managers competing in multi-period winner-take-all tournaments. With competition among mutual funds, every fund begins by taking maximum risk. In the final period, all funds continue to take maximum risk except possibly...
Persistent link: https://www.econbiz.de/10012940253