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Prudent man or agency problem? On the performance of insurance mutual funds
16 references·2 citing·30 second hop
Prudent man or agency problem? On the performance of insurance mutual funds (2006)Prudent man or agency problem? On the per…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Strategic Brand Management: Building, Measuring, and Managing Brand Equity. (2000)Strategic Brand Management: B…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Strategic Brand Management: Building, Measuring, and Managing Brand Equity (1997)Strategic Brand Management: B…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Risk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Consumer Evaluations of Brand Extensions (1990)Consumer Evaluations of Brand…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Mutual Fund Performance and the Incentive to Generate Alpha (2011)Mutual Fund Performance and t…Analysis and Valuation of Insurance Companies (2011)Analysis and Valuation of Ins…Building Strong Brands (1995)The Effect of Corporate Social Responsibility on Customer Donations to Corporate-Supported Nonprofits (2004)Brands and Branding: Research Findings and Future Priorities (2006)Influencer Marketing: How Message Value and Credibility Affect Consumer Trust of Branded Content on Social Media (2018)The psychology of interpersonal relations. (1958)Strategic Brand Concept-Image Management (1986)Consumer Perceptions of Price, Quality, and Value: A Means-End Model and Synthesis of Evidence (1988)Conceptualizing, Measuring, and Managing Customer-Based Brand Equity (1993)Developing and validating a multidimensional consumer-based brand equity scale (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)Asset Fire Sales (and Purchases) in Equity Markets (2005)An Examination of Selected Marketing Mix Elements and Brand Equity (2000)Consumer–Company Identification: A Framework for Understanding Consumers’ Relationships with Companies (2003)Customer Engagement Behavior: Theoretical Foundations and Research Directions (2010)Multifactor Explanations of Asset Pricing Anomalies (1996)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)On the measurement of inequality (1970)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1997Strategic Brand Management: Building, Measuring, and Managing Brand Equity4,788 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1990Consumer Evaluations of Brand Extensions3,266 cited
  • 2000Strategic Brand Management: Building, Measuring, and Managing Brand Equity.3,261 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2001Institutional Investors and Equity Prices1,646 cited

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  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • Cited by

    • 2011Analysis and Valuation of Insurance Companies51 cited
    • 2011Mutual Fund Performance and the Incentive to Generate Alpha37 cited