-
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
-
3
-
-
12144279436
-
Mutual Fund Flows and Performance in Rational Markets
-
Berk, J., and R. Green. "Mutual Fund Flows and Performance in Rational Markets." Journal of Political Economy, 112 (2004), 1269-1295.
-
(2004)
Journal of Political Economy
, vol.112
, pp. 1269-1295
-
-
Berk, J.1
Green, R.2
-
4
-
-
0011063897
-
Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry
-
Brown, K.; W. V. Harlow; and L. Starks. "Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry." Journal of Finance, 51 (1996), 85-110.
-
(1996)
Journal of Finance
, vol.51
, pp. 85-110
-
-
Brown, K.1
Harlow, W.V.2
Starks, L.3
-
6
-
-
0040141569
-
Does Option Compensation Increase Managerial Risk Appetite?
-
Carpenter, J. "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.1
-
7
-
-
0001551506
-
Risk Taking by Mutual Funds as a Response to Incentives
-
Chevalier, J., and G. Ellison. "Risk Taking by Mutual Funds as a Response to Incentives." Journal of Political Economy, 105 (1997), 1167-1200.
-
(1997)
Journal of Political Economy
, vol.105
, pp. 1167-1200
-
-
Chevalier, J.1
Ellison, G.2
-
10
-
-
30844432307
-
On the Regulation of Fee Structures in Mutual Funds
-
M. Avellaneda, ed. Singapore: World Scientific
-
Das, S., and R. Sundaram. "On the Regulation of Fee Structures in Mutual Funds." In Quantitative Analysis in Financial Markets, Vol. 3, M. Avellaneda, ed. Singapore: World Scientific (2002), 1-36.
-
(2002)
Quantitative Analysis in Financial Markets
, vol.3
, pp. 1-36
-
-
Das, S.1
Sundaram, R.2
-
11
-
-
0036921447
-
The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds versus Pension Funds
-
Del Guercio, D., and P. Tkac. "The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds versus Pension Funds." Journal of Financial and Quantitative Analysis, 37 (2002), 523-557.
-
(2002)
Journal of Financial and Quantitative Analysis
, vol.37
, pp. 523-557
-
-
Del Guercio, D.1
Tkac, P.2
-
14
-
-
0003121535
-
Evaluating Fund Performance in a Dynamic Market
-
Ferson,W., and V.Warther. "Evaluating Fund Performance in a Dynamic Market." Financial Analysts Journal, 52 (1996), 20-28.
-
(1996)
Financial Analysts Journal
, vol.52
, pp. 20-28
-
-
Ferson, W.1
Warther, V.2
-
16
-
-
85040398057
-
Cognitive Dissonance and Mutual Fund Investors
-
Goetzmann, W., and N. Peles. "Cognitive Dissonance and Mutual Fund Investors." Journal of Financial Research, 20 (1997), 145-158.
-
(1997)
Journal of Financial Research
, vol.20
, pp. 145-158
-
-
Goetzmann, W.1
Peles, N.2
-
18
-
-
0013155095
-
Adverse Risk Incentives and the Design of Performance-Based Contracts
-
Grinblatt, M., and S. Titman. "Adverse Risk Incentives and the Design of Performance-Based Contracts." Management Science, 35 (1989), 807-822.
-
(1989)
Management Science
, vol.35
, pp. 807-822
-
-
Grinblatt, M.1
Titman, S.2
-
19
-
-
0039056269
-
Another Puzzle: The Growth in Actively Managed Mutual Funds
-
Gruber, M. "Another Puzzle: The Growth in Actively Managed Mutual Funds." Journal of Finance, 51 (1996), 783-810.
-
(1996)
Journal of Finance
, vol.51
, pp. 783-810
-
-
Gruber, M.1
-
20
-
-
21344497569
-
The Dynamics of Portfolio Management Contracts
-
Heinkel, R., and N. Stoughton. "The Dynamics of Portfolio Management Contracts." Review of Financial Studies, 7 (1994), 351-387.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 351-387
-
-
Heinkel, R.1
Stoughton, N.2
-
21
-
-
38249001923
-
On the Incentives for Money Managers: A Signalling Approach
-
Huberman, G., and S. Kandel. "On the Incentives for Money Managers: A Signalling Approach." European Economic Review, 37 (1993), 1065-1081.
-
(1993)
European Economic Review
, vol.37
, pp. 1065-1081
-
-
Huberman, G.1
Kandel, S.2
-
22
-
-
0033176854
-
Reputation and Performance Fee Effects on Portfolio Choice by Investment Advisers
-
Huddart, S. "Reputation and Performance Fee Effects on Portfolio Choice by Investment Advisers." Journal of Financial Markets, 2 (1999), 227-271.
-
(1999)
Journal of Financial Markets
, vol.2
, pp. 227-271
-
-
Huddart, S.1
-
23
-
-
79953230734
-
Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry
-
Ippolito, R. "Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry." Journal of Law and Economics, 35 (1992), 45-70.
-
(1992)
Journal of Law and Economics
, vol.35
, pp. 45-70
-
-
Ippolito, R.1
-
24
-
-
0036921684
-
Returns-Chasing Behavior, Mutual Funds and Beta's Death
-
Karceski, J. "Returns-Chasing Behavior, Mutual Funds and Beta's Death." Journal of Financial and Quantitative Analysis, 37 (2002), 559-594.
-
(2002)
Journal of Financial and Quantitative Analysis
, vol.37
, pp. 559-594
-
-
Karceski, J.1
-
25
-
-
0039657043
-
How Are Derivatives Used? Evidence from the Mutual Fund Industry
-
Koski, J., and J. Pontiff. "How Are Derivatives Used? Evidence from the Mutual Fund Industry." Journal of Finance, 54 (1999), 791-816.
-
(1999)
Journal of Finance
, vol.54
, pp. 791-816
-
-
Koski, J.1
Pontiff, J.2
-
27
-
-
0011090049
-
Optimal Consumption and Portfolio Rules in a Continuous-Time Model
-
Merton, R. "Optimal Consumption and Portfolio Rules in a Continuous-Time Model." Journal of Economic Theory, 3 (1971), 373-413.
-
(1971)
Journal of Economic Theory
, vol.3
, pp. 373-413
-
-
Merton, R.1
-
28
-
-
0000641348
-
Conditional Heteroskedasticity in Asset Returns: A New Approach
-
Nelson, D. "Conditional Heteroskedasticity in Asset Returns: A New Approach." Econometrica, 59 (1991), 347-370.
-
(1991)
Econometrica
, vol.59
, pp. 347-370
-
-
Nelson, D.1
-
29
-
-
0005163859
-
Costly Search and Mutual Fund Flows
-
Sirri, E., and P. Tufano. "Costly Search and Mutual Fund Flows." Journal of Finance, 53 (1998), 1589-1622.
-
(1998)
Journal of Finance
, vol.53
, pp. 1589-1622
-
-
Sirri, E.1
Tufano, P.2
-
30
-
-
0009430868
-
Performance Incentive Fees: An Agency Theoretic Approach
-
Starks, L. "Performance Incentive Fees: An Agency Theoretic Approach." Journal of Financial and Quantitative Analysis, 22 (1987), 17-32.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 17-32
-
-
Starks, L.1
|