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What's in a Name? Not Much. Revisiting Mutual Fund Flows When Managers Have Foreign-Sounding Names

Adams, John C. - 2023

Kumar, Niessen-Ruenzi, and Spalt argue that U.S. investors irrationally discriminate against mutual fund managers with … foreign-sounding names. They report that managers with foreign-sounding names attract less annual investor flows, experience …

Persistent link: https://www.econbiz.de/10014355875

What's in a name? : mutual fund flows when managers have foreign-sounding names

Kumar, Alok; Niessen-Ruenzi, Alexandra; Spalt, Oliver - In: The review of financial studies 28 (2015) 8, pp. 2281-2321

Persistent link: https://www.econbiz.de/10011401204

Prior perceptions, personality characteristics and portfolio preferences among fund managers : an experimental analysis

Belcher, Lawrence J. - In: The journal of behavioral finance : a publication of … 11 (2010) 4, pp. 239-248

Persistent link: https://www.econbiz.de/10008841857

On the optimal strategy for the hedge fund manager : an experimental investigation

Permana, Yudistira - In: Cogent business & management 7 (2020) 1, pp. 1-20

This paper examines the empirical validity of Nicolosi's optimal strategy for a hedge fund manager under a specific payment contract. The contract specifies that the manager's payment consists of a fixed payment and a variable payment, which is a performance-based payment. The model assumes that...

Persistent link: https://www.econbiz.de/10012650294

Are professional fund managers less likely to sell winners? : evaluating how attention allocation impacts behavioural biases

Quddus, Kamran; Banerjee, Ashok - In: IIMB management review 34 (2022) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10014266973

Institutional investors and fund managers

Revell, Jack - 1993

Persistent link: https://www.econbiz.de/10000141409

Incentive contracts and hedge fund management : a numerical evaluation procedure

Hodder, James E. (contributor); … - 2003

The behavior of a hedge-fund manager naturally depends on her compensation scheme, her preferences, and constraints on her risk-taking. We propose a numerical method which can be used to analyze the impact of these influences. The model leads to several interesting and novel results concerning...

Persistent link: https://www.econbiz.de/10002527931

Do fund managers expect mean averting returns?

Stotz, Olaf; Lütje, Torben; Menkhoff, Lukas; Nitzsch, … - 2004 - [Elektronische Ressource]

This paper finds that fund managers do not expect mean reverting returns, as suggested by theory and empirical evidence …

Persistent link: https://www.econbiz.de/10002485540

CEO Compensation and Stock Mispricing : How Do Boards React to Mutual Fund Flow-Driven Price Pressure?

Cai, Jie - 2017

We examine whether boards are sufficiently well-informed to make efficient decisions on CEO compensation. In order to mitigate the endogeneity of board decision on CEO compensation, we use mutual fund flow-driven trading pressure as an exogenous shock to stock price informativeness. Consistent...

Persistent link: https://www.econbiz.de/10012970983

Mutual Fund Managers’ Prior Work Experience and Their Investment Skills

Chen, Rui - 2017

This paper examines the relationship between mutual fund managers' past professional backgrounds and their portfolio … performance, using Chinese mutual fund data from 2003 to 2016. We focus on managers with prior work experience either as industry … analysts or as macro analysts, the two most common career paths for Chinese fund managers. We hypothesize that managers who …

Persistent link: https://www.econbiz.de/10012946862