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Survivorship bias and attrition effects in measures of performance persistence

Carpenter, Jennifer N.; Lynch, Anthony W. - In: Journal of financial economics 54 (1999) 3, pp. 337-374

Persistent link: https://www.econbiz.de/10001429023

Portfolio choice and equity characteristics : characterizing the hedging demands induced by return predictability

Lynch, Anthony W. - In: Journal of financial economics 62 (2001) 1, pp. 67-130

Persistent link: https://www.econbiz.de/10001608813

Corporate bonds, valuation, hedging, and optimal call and default policies

Acharya, Viral V.; Carpenter, Jennifer N. - 2000

Persistent link: https://www.econbiz.de/10001469936

Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy

Acharya, Viral V. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700287

Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy

Acharya, Viral V.; Carpenter, Jennifer N. - In: The review of financial studies 15 (2002) 5, pp. 1355-1383

Persistent link: https://www.econbiz.de/10001718711

Portfolio Performance and Agency

Dybvig, Philip H. - 2010

In this paper we analyze the optimal contract for a portfolio manager who can exert effort to improve the quality of a private signal about future market prices. We assume complete markets over states distinguished by asset payoffs and place no restrictions on the form of the contract. We show...

Persistent link: https://www.econbiz.de/10013148690