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Skewness seeking in a dynamic portfolio choice experiment

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Risk aversion in a dynamic asset allocation experiment

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Efficient consumption set under recursive utility and unknown beliefs

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Asset pricing implications of benchmarking : a two-factor CAPM

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Keeping up with the Joneses : an international asset pricing model

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Heterogenous peer effects : how community connectivity affects car purchases

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Optimal fund menus

Cvitanić, Jakša; Hugonnier, Julien - 2018

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Competition in portfolio management : theory and experiment

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Optimal fund menus

Cvitanić, Jakša; Hugonnier, Julien - 2018

We study the optimal design of a menu of funds by a manager who is required to use linear pricing and does not observe the preferences of investors regarding one of the risky assets. The optimal menu involves bundling of assets and can be explicitly constructed from the solution to a calculus of...

Persistent link: https://www.econbiz.de/10011900225