Similar Search Results

The scarcity of effective monitors and its implications for corporate takeovers and ownership structures

Gorton, Gary (contributor); Kahl, Matthias (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001685929

The interdependence between mutual fund managers and investors in setting fees

Christoffersen, Susan E. K. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536990

Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899970

Financial asset returns, direction-of-change forecasting, and volatility dynamics

Christoffersen, Peter F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002100081

Modeling and forecasting realized volatility

Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001547064

A no-arbitrage approach to range-based estimation of return covariances and correlations

Brandt, Michael W. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001785523

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727236

On the perils of security pricing by financial intermediaries : the case of open-end mutual funds

Chalmers, John M. R. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001512298

Risk factor analysis and portfolio immunization in the corporate bond market

Bertocchi, Marida (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001528392

Incentive Contracts and Hedge Fund Management

Jackwerth, Jens Carsten; Hodder, James E. - Volkswirtschaftliche Fakultät, … - 2006

We investigate incentive effects of a typical hedge-fund contract for a manager with power utility. With a one-year horizon, she displays risk-taking that varies dramatically with fund value. We extend the model to multiple yearly evaluation periods and find her risk-taking is rapidly moderated...

Persistent link: https://www.econbiz.de/10005836975