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Performance and characteristics of Swedish mutual funds 1993 - 97
Dahlquist, Magnus; Engström, Stefan; Söderlind, Paul - 1999
Persistent link: https://www.econbiz.de/10001399192
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Losing trust in money doctors
Dorn, Daniel; Weber, Martin - 2017
Persistent link: https://www.econbiz.de/10011639606
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The role of equity funds in the financial crisis propagation
Hau, Harald; Lai, Sandy - 2012
Persistent link: https://www.econbiz.de/10009512115
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Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-667
Persistent link: https://www.econbiz.de/10003937548
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The incentives of hedge fund fees and high-water marks
Guasoni, Paolo; Obłoj, Jan - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10011577142
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Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
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Impact of managerial commitment on risk taking with dynamic fund flows
Kaniel, Ron; Tompaidis, Stathis; Zhou, Ti - 2017
Persistent link: https://www.econbiz.de/10011739899
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Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797255
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Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico; Kaniel, Ron - 2009
Persistent link: https://www.econbiz.de/10003887136
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Fund managers, career concerns, and asset price volatility
Guerrieri, Veronica; Kondor, Péter - 2011
Persistent link: https://www.econbiz.de/10009242929