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Style representation and portfolio choice
Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011377484
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Market frictions, investor sophistication, and persistence in mutual fund performance
Dumitrescu, Ariadna; Gil-Bazo, Javier - In: Journal of financial markets 40 (2018), pp. 40-59
Persistent link: https://www.econbiz.de/10012001829
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Three essays on mutual funds
Klipper, Laurenz - 2018
Persistent link: https://www.econbiz.de/10012103035
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Fund flows inducing mispricing of risk in competitive financial markets
Stahmer, Axel - 2015
This paper studies the effect of new fund flows on investment behavior and the resulting equilibrium price of risk. The Small Fund Industry model shows equilibria with overinvestment in unprofitable and underinvestment in profitable investment opportunities. The Large Fund Industry model derives...
Persistent link: https://www.econbiz.de/10011389297
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A rational theory of mutual funds' attention allocation
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 571-626
Persistent link: https://www.econbiz.de/10011552541
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Market frictions, investor heterogeneity, and persistence in mutual fund performance
Dumitrescu, Ariadna; Gil-Bazo, Javier - 2015 - This version: March 2015
Persistent link: https://www.econbiz.de/10011589589
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Herd behavior and mutual fund performance
Koch, Andrew - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3849-3873
Persistent link: https://www.econbiz.de/10011772840
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Mutual fund managers' timing abilities
Liao, Li; Zhang, Xueyong; Zhang, Yeqing - In: Pacific-Basin finance journal 44 (2017), pp. 80-96
Persistent link: https://www.econbiz.de/10011800744
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Partnership allocations and their effects on tax-aware fund investors
Sosner, Nathan; Balzafiore, Philip; Du, Zhenduo - In: The journal of wealth management 21 (2018) 1, pp. 8-17
Persistent link: https://www.econbiz.de/10011873200
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Market frictions, investor heterogeneity and persistence in mutual fund performance
Dumitrescu, Ariadna; Gil-Bazo, Javier - 2015 - This version: March 2015
Persistent link: https://www.econbiz.de/10011442204