Mutual fund competition in the presence of dynamic flows

Automatica

Volumn 46, Issue 7, 2010, Pages 1176-1185

  Breton, Michèle ^a   Hugonnier, Julien ^b   Masmoudi, Tarek ^c  

^a GERAD   (Canada)

^b EPFL   (Switzerland)

^c Caisse de Depot et Placement du Quebec   (Canada)

Author keywords

Asset based management fees; Dynamic flows; Mutual funds; Portfolio management; Stochastic differential game

Indexed keywords

ASSET-BASED MANAGEMENT FEES; DYNAMIC FLOWS; MUTUAL FUNDS; PORTFOLIO MANAGEMENTS; STOCHASTIC DIFFERENTIAL GAME;

COMPETITION; FINANCIAL DATA PROCESSING; GAME THEORY; STOCHASTIC SYSTEMS;

INVESTMENTS;

EID: 77952735581     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2010.04.006     Document Type: Article

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