Similar Search Results

Portfolio returns and manager activity : how to decompose tracking error into security selection and market timing

Ekholm, Anders G. - In: Journal of empirical finance 19 (2012) 3, pp. 349-358

Persistent link: https://www.econbiz.de/10009615678

Empirical evidence of conditional asset pricing in the Indian stock market

Das, Sudipta - In: Economic systems 39 (2015) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10011527498

Stock picking with machine learning

Wolff, Dominik; Echterling, Fabian - In: Journal of forecasting 43 (2024) 1, pp. 81-102

Persistent link: https://www.econbiz.de/10014443186

Stock picking in the US market and the effect of passive investments

De Franco, Carmine - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10012487572

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - Institut für Finanzmarktforschung, Wirtschafts- und … - 2011

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. Concretely, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement mechanism...

Persistent link: https://www.econbiz.de/10009372299

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - Institut für Finanzmarktforschung, Wirtschafts- und … - 2012

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be benecial. Benchmark design arises as an alternative effort inducement...

Persistent link: https://www.econbiz.de/10010984867