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Eurobonds : a quantitative analysis of joint-liability debt
Tsiropoulos, Vasileios - 2019
This paper assesses the consequences of implementing a joint liability debt system in a two-country small open economy model. With joint liability a default of one country makes the other participant liable for its debt. The results highlight a trade-off between the contagion risk, in the sense...
Persistent link: https://www.econbiz.de/10012114435
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Style representation and portfolio choice
Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011377484
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Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47
Persistent link: https://www.econbiz.de/10011344303
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On the informativeness of persistence for evaluating mutual fund performance using partial frontiers
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Omega : the international journal of management science 42 (2014), pp. 47-64
Persistent link: https://www.econbiz.de/10010204527
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Front-running of mutual fund fire-sales
Dyakov, Teodor; Verbeek, Marno - In: Journal of banking & finance 37 (2013) 12, pp. 4931-4942
Persistent link: https://www.econbiz.de/10010341885
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The tradeoff between mutual fund and direct stock investments : a theoretical analysis involving different types of investors
Marekwica, Marcel; Steininger, Bertram I. - In: Review of managerial science 8 (2014) 2, pp. 197-224
Persistent link: https://www.econbiz.de/10010253839
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A rational theory of mutual funds' attention allocation
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 571-626
Persistent link: https://www.econbiz.de/10011552541
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Price strategies in a vertically differentiated mutual fund market
Lemeunier, Sébastien M.; Charléty, Patricia - In: Finance research letters 14 (2015), pp. 117-127
Persistent link: https://www.econbiz.de/10011552660
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A note on sorting bias correction in regression-based mutual fund tournament tests
Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29
Persistent link: https://www.econbiz.de/10010500751
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Model uncertainty, performance persistence and flows
Loon, Yee Cheng - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 153-205
Persistent link: https://www.econbiz.de/10009272524