Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows
Jiliang Sheng, Si Xu, Yunbi An, Jun Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Sheng, Jiliang ; Xu, Si ; An, Yunbi ; Yang, Jun |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 73.2021, p. 1-24
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| Subject: | Dynamic portfolio strategy | Fund flows | Loss aversion | Martingale method | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance | Theorie | Theory | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101609 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803449