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Competition in Fund Management and Forward Relative Performance Criteria
16 references·0 citing·47 second hop
Competition in Fund Management and Forward Relative Performance Criteria (2022)Competition in Fund Management and Forwar…Measuring skill in the mutual fund industry (2015)Measuring skill in the mutual…Intermediary Asset Pricing (2013)Intermediary Asset PricingInformation Immobility and the Home Bias Puzzle (2009)Information Immobility and th…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…Equilibrium Underdiversification and the Preference for Skewness (2007)Equilibrium Underdiversificat…On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)On the Industry Concentration…Information costs and home bias: an analysis of US holdings of foreign equities (2004)Information costs and home bi…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Career Concerns of Mutual Fund Managers (1999)Career Concerns of Mutual Fun…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Mutual Fund Performance (1966)Mutual Fund PerformanceCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)THE INDIVIDUAL INVESTOR: ATTRIBUTES AND ATTITUDES (1974)International Investment Restrictions and Closed‐End Country Fund Prices (1990)Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Financial Dependence and Growth (1996)Familiarity Breeds Investment (2001)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives: Towards a General Theory of Compensation and Competition (1983)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Information and the Cost of Capital (2004)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Asset Fire Sales (and Purchases) in Equity Markets (2005)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Who Gambles in the Stock Market? (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Asset Prices in an Exchange Economy (1978)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Financial Intermediaries and the Cross‐Section of Asset Returns (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Deposits Channel of Monetary Policy* (2017)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1966Mutual Fund Performance3,935 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,565 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2005On the Industry Concentration of Actively Managed Equity Mutual Funds1,129 cited
  • 2009Information Immobility and the Home Bias Puzzle918 cited
  • 1999Career Concerns of Mutual Fund Managers878 cited
  • 2015Measuring skill in the mutual fund industry821 cited
  • 2004Information costs and home bias: an analysis of US holdings of foreign equities816 cited

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2007
Equilibrium Underdiversification and the Preference for Skewness
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