Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal Asset Allocation and Risk Shifting in Money Management

16 references·16 citing·39 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
1973The Pricing of Options and Corporate Liabilities29,064 cited
1980Agency Problems and the Theory of the Firm10,540 cited
1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
1998Costly Search and Mutual Fund Flows3,217 cited
1999Managerial Incentive Problems: A Dynamic Perspective3,169 cited
1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
1998Methods of Mathematical Finance1,939 cited
1999Chapter 38 Executive compensation1,569 cited
1988Brownian Motion and Stochastic Calculus1,544 cited
1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
2002Stock options for undiversified executives1,167 cited
1998

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Modeling Bounded Rationality

1,042 cited

Cited by

2015WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions248 cited
2007Incentive Contracts and Hedge Fund Management211 cited
2009Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence188 cited
2011The Cross-section of Managerial Ability, Incentives, and Risk Preferences125 cited
2011Investor Learning and Mutual Fund Flows121 cited
2013The economics of hedge funds113 cited
2014Asset Management Contracts and Equilibrium Prices109 cited
2013Strategic Asset Allocation in Money Management103 cited
2011Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake97 cited
2012Portfolio Manager Compensation in the U.S. Mutual Fund Industry85 cited
2019Portfolio Manager Ownership and Mutual Fund Risk Taking84 cited
2021The Return Expectations of Public Pension Funds80 cited
2008Offsetting the implicit incentives: Benefits of benchmarking in money management72 cited
2014Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas71 cited
2012The Delegated Lucas Tree67 cited
2018Behavioral mediators of financial decision making – a state-of-art literature review63 cited