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High Water Marks
8 references·0 citing·39 second hop
High Water Marks (1998)High Water MarksDoes Option Compensation Increase Managerial Risk Appetite? (2000)Does Option Compensation Incr…Digital Contracts: Simple Tools for Pricing Complex Derivatives (2000)Digital Contracts: Simple Too…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas (1998)Conditions for Survival: Chan…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS (1997)COGNITIVE DISSONANCE AND MUTU…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The pricing of dual-expiry exotics (2004)Theory of rational option pricing (2005)THRESHOLD THEORY – MODELLING RISK ATTITUDE (2018)A Theory of Cognitive Dissonance (1957)Does the Stock Market Overreact? (1985)Mutual fund styles (1997)Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows (2005)Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds (2010)A Theory of Cognitive Dissonance (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)Survivorship Bias in Performance Studies (1992)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias Over the Period 1994-2001 (2001)An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)Appropriate Policy Allocation for Alternative Investments (2003)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresOptimum consumption and portfolio rules in a continuous-time model (1971)High‐Water Marks and Hedge Fund Management Contracts (2003)Brownian Motion and Stochastic Calculus (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)
this work references cited by second hop

References

  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 2000Does Option Compensation Increase Managerial Risk Appetite?926 cited
  • 1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS524 cited
  • 1998Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas75 cited
  • 2000Digital Contracts: Simple Tools for Pricing Complex Derivatives69 cited

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