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Relative performance, risk and entry in the mutual fund industry
Lóránth, Gyöngyi (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386966
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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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
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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
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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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Fund flows inducing mispricing of risk in competitive financial markets
Stahmer, Axel - 2015
equilibrium. New flow of funds to the asset management industry lead to inefficient investment decisions, mispricing of risk, and …
Persistent link: https://www.econbiz.de/10011389297
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Relative performance, risk and entry in the mutual fund industry
Lóránth, Gyöngyi (contributor);  … - In: Topics in economic analysis & policy 6 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003369476
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Relative performance, risk and entry in the mutual fund industry
Lóránth, Gyöngyi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001672565
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Delegated portfolio management, optimal fee contracts, and asset prices
Sato, Yuki - 2015
This paper proposes a model of asset-market equilibrium with portfolio delegation and optimal fee contracts. Fund managers and investors strategically interact to determine funds' investment profiles, while they share portfolio risk through fee contracts. In equilibrium, their investment...
Persistent link: https://www.econbiz.de/10011293478
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A Rational Asset Pricing Model for Premiums and Discounts on Closed-End Funds : The Bubble Theory
Jarrow, Robert A. - 2017
theory of asset price bubbles. This is a rational asset pricing model that is shown to be consistent with the existing … research for their resolution. This bubble theory also applies equally well to understanding discounts and premiums on exchange …
Persistent link: https://www.econbiz.de/10012960808