Similar Search Results - EconBiz

Portfolio Liquidation and Security Design with Private Information

DeMarzo, Peter M. - 2011

I consider the problem faced by an issuer holding a portfolio of securities that can be sold to raise cash. The issuer has private information that affects the value of all of the securities held, and so faces a lemons problem in the market for the securities. On the other hand, the issuer bears...

Persistent link: https://www.econbiz.de/10013126178

Portfolio liquidity and security design with private information

DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885

Persistent link: https://www.econbiz.de/10012694508

Leaning for the tape : evidence from gaming behavior in equity mutual funds

Carhart, Mark M.; Kaniel, Ron; Musto, David K.; Reed, … - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 661-693

Persistent link: https://www.econbiz.de/10001684724

Mutual fund portfolio choice in the presence of dynamic flows

Hugonnier, Julien; Kaniel, Ron - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 187-227

Persistent link: https://www.econbiz.de/10003955732

Equilibrium prices in the presence of delegated portfolio management

Cuoco, Domenico; Kaniel, Ron - In: Journal of financial economics 101 (2011) 2, pp. 264-296

Persistent link: https://www.econbiz.de/10009242863

Why do institutional investors chase return trends?

Alt, Aydogan; Kaniel, Ron; Yoeli, Uzi - 2012

Persistent link: https://www.econbiz.de/10009502446

Why do institutional investors chase return trends?

Altı, Aydoğan; Kaniel, Ron; Yoeli, Uzi - In: Journal of financial intermediation 21 (2012) 4, pp. 694-721

Persistent link: https://www.econbiz.de/10009704556

Asset return predictability in a heterogeneous agent equilibrium model

Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - 2015

Persistent link: https://www.econbiz.de/10010482998

Tax management strategies with multiple risky assets

Gallmeyer, Michael F.; Kaniel, Ron; Tompaidis, Stathis - In: Journal of financial economics 80 (2006) 2, pp. 243-291

Persistent link: https://www.econbiz.de/10003324526

Mutual fund portfolio choice in the presence of dynamic flows

Hugonnier, Julien (contributor); Kaniel, Ron (contributor) - 2008 - [Rev.]

Persistent link: https://www.econbiz.de/10003770599

A service of the