-
1
-
-
34548526936
-
Optimal Asset Allocation and Risk Shifting in Money Management
-
20 2007
-
Basak, S.; A. Pavlova; and A- Shapiro. "Optimal Asset Allocation and Risk Shifting in Money Management." Review of Financial Studies, 20 (2007), 1583-1621.
-
Review of Financial Studies
, pp. 1583-1621
-
-
Basak, S.1
Pavlova, A.2
Shapiro, A.3
-
2
-
-
0011065327
-
Offshore Hedge Funds: Survival and Performance, 1989-95
-
Brown, S. J.; W. N. Goetzmann; and R. G. Ibbotson. "Offshore Hedge Funds: Survival and Performance, 1989-95." Journal of Business, 72 (1999), 99-117.
-
(1999)
Journal of Business
, vol.72
, pp. 99-117
-
-
Brown, S.J.1
Goetzmann, W.N.2
Ibbotson, R.G.3
-
3
-
-
0013389149
-
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
-
Brown, S. J.; W. N. Goetzmann; and J. Park. "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry." Journal of Finance, 61 (2001), 1869-1886.
-
(2001)
Journal of Finance
, vol.61
, pp. 1869-1886
-
-
Brown, S.J.1
Goetzmann, W.N.2
Park, J.3
-
4
-
-
0040141569
-
Does Option Compensation Increase Managerial Risk Appetite?
-
Carpenter, J. N. "Does Option Compensation Increase Managerial Risk Appetite?" Journal of Finance, 55 (2000), 2311-2331.
-
(2000)
Journal of Finance
, vol.55
, pp. 2311-2331
-
-
Carpenter, J.N.1
-
6
-
-
33847353292
-
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations
-
Getmansky, M.; A. W. Lo; and S. X. Mei. "Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations." Journal of Investment Management, 2 (2004), 6-38.
-
(2004)
Journal of Investment Management
, vol.2
, pp. 6-38
-
-
Getmansky, M.1
Lo, A.W.2
Mei, S.X.3
-
8
-
-
37849024562
-
-
Working Paper, Georgia State University
-
Hu, P.; J. R. Kale; and A. Subramanian. "Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking: Theory and Evidence." Working Paper, Georgia State University (2005).
-
(2005)
Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking: Theory and Evidence
-
-
Hu, P.1
Kale, J.R.2
Subramanian, A.3
-
11
-
-
0011392343
-
Portfolio Selection: Efficient Diversification of Investments
-
New York: Wiley , reprinted by Blackwell 1991
-
Markowitz, H. Portfolio Selection: Efficient Diversification of Investments. Cowles Foundation Monograph #16. New York: Wiley (1959) (reprinted by Blackwell 1991).
-
(1959)
Cowles Foundation Monograph
, vol.16
-
-
Markowitz, H.1
-
12
-
-
0000314740
-
Lifetime Portfolio Selection under Uncertainty: The Continuous Time Case
-
Merton, R. "Lifetime Portfolio Selection under Uncertainty: The Continuous Time Case." Review of Economics and Statistics, 51 (1969), 247-257.
-
(1969)
Review of Economics and Statistics
, vol.51
, pp. 247-257
-
-
Merton, R.1
-
13
-
-
0000792387
-
Optimal Multiperiod Portfolio Policies
-
Mossin, J. "Optimal Multiperiod Portfolio Policies." Journal of Business, 41 (1968), 215-229.
-
(1968)
Journal of Business
, vol.41
, pp. 215-229
-
-
Mossin, J.1
-
14
-
-
37849023734
-
High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons and Portfolio Choice
-
forthcoming
-
Panageas, S. and M. M. Westerfield. "High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons and Portfolio Choice." Journal of Finance (forthcoming 2008).
-
(2008)
Journal of Finance
-
-
Panageas, S.1
Westerfield, M.M.2
|