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Asset pricing implications of delegated portfolio management and benchmarking
Rohner, Philippe - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003978908
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A benchmark model for financial markets
Platen, Eckhard - 2001
This paper introduces a benchmark model for financial markets, which is based on the unique characterization of a benchmark portfolio that is chosen to be the growth optimal portfolio. The general structure of risk premia for asset prices and portfolios is derived. Furthermore, the short rate is...
Persistent link: https://www.econbiz.de/10009614289
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The Benchmark Inclusion Subsidy
Kashyap, Anil K. - 2018
is zero for safe projects. Benchmarking also leads fundamental firm-level cash-flow correlations to rise. We review a …
Persistent link: https://www.econbiz.de/10012906675
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The Benchmark Inclusion Subsidy
Kashyap, Anil K. - 2018
. Benchmarking generates additional, inelastic demand for assets inside the benchmark. This leads to a “benchmark inclusion subsidy …
Persistent link: https://www.econbiz.de/10012906786
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The Benchmark Inclusion Subsidy
Kashyap, Anil K. - 2020
We argue that a common practice of evaluating portfolio managers relative to a benchmark has real effects. Benchmarking …
Persistent link: https://www.econbiz.de/10012850753
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The benchmark inclusion subsidy
Kashyap, Anil K.; Kovrijnykh, Natalia; Li, Jian; … - In: Journal of financial economics 142 (2021) 2, pp. 756-774
Persistent link: https://www.econbiz.de/10013260017
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The benchmark inclusion subsidy
Kashyap, Anil K.; Kovrijnykh, Natalia; Li, Jian; … - 2018
Persistent link: https://www.econbiz.de/10011980403
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The benchmark inclusion subsidy
Kashyap, Anil K.; Kovrijnykh, Natalia; Li, Jian; … - 2018
Persistent link: https://www.econbiz.de/10012109056
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Financial economics : what kind of science is it?
Heilmann, Conrad; Szymanowska, Marta; … - In: The philosophy of money and finance, (pp. 110-128). 2024
Persistent link: https://www.econbiz.de/10014582953
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Investors and markets : portfolio choices, asset prices, and investment advice
Sharpe, William F. - 2007
Persistent link: https://www.econbiz.de/10003321121