搜索结果: 1-11 共查到“经济学 mutual fund”相关记录11条 . 查询时间(0.093 秒)
Do Hedge Funds Profit from Mutual-Fund Distress?
Investment Funds Profit Strategy Forecasting and Prediction Investment Return Opportunities
2015/5/12
This paper explores the question of whether hedge funds engage in frontrunning strategies that exploit the predictable trades of others. One potential opportunity for front-running arises when distres...
The Small World of Investing:Board Connections and Mutual Fund Returns
Asset Pricing Investment Portfolio Governing and Advisory Boards
2015/4/22
This paper uses social networks to identify information transfer in security markets. We focus on connections between mutual fund managers and corporate board members via shared education networks. We...
Attracting Flows by Attracting Big Clients: Conflicts of Interest and Mutual Fund Portfolio Choice
Investment Funds Investment Portfolio Conflict of Interests Financial Services Industry
2015/4/22
We explore a new channel for attracting inflows using a unique dataset of corporate 401(k) retirement plans and their mutual fund family trustees. Families secure substantial inflows by being named tr...
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
The Relationship between Money Market Mutual Fund Maturity and Interest Rates
Money Market Mutual Fund the average maturity Relationship
2011/8/21
This study examines the causal relationship between the average maturity of taxable money market mutual funds (MMMF) and short-term interest rates. The credit and financial crises of 2007-2008 have le...
An empirical study of the tails of mutual fund size
empirical study tails mutual fund size
2010/10/20
The mutual fund industry manages about a quarter of the assets in the U.S. stock market and thus plays an important role in the U.S. economy. The question of how much control is concentrated in the ha...
Management structure and the risk of mutual fund managers
mutual fund management structure risk exposure shareholder
2010/10/18
This paper provides a detailed discussion of the relationship between mutual fund
management structure, fund risk and performance. We utilize the unique management
structures of mutual fund investme...
Mutual Fund Theorem for continuous time markets with random coefficients
optimal portfolio Mutual Fund Theorem continuous time market models
2010/11/2
We study the optimal investment problem for a continuous time incomplete market model such that the risk-free rate, the appreciation rates and the volatility of the stocks are all random; they are ass...
Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
Fund Size Erode Mutual Fund Performance Liquidity Organization
2014/3/18
We investigate the effect of scale on performance in the active money management industry. We first document that fund returns, both before and after fees and expenses, decline with lagged fund ...