Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment
[Which factors matter to investors? evidence from mutual fund flows]
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Cited by:
- Nahid Unkic & Jasmina Okicic, 2021. "The Relationship between Decision-Making Heuristics and Perceived Quality of Life," Eurasian Journal of Business and Management, Eurasian Publications, vol. 9(2), pages 90-99.
- Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019.
"Bond Funds and Credit Risk,"
CEPR Discussion Papers
14134, C.E.P.R. Discussion Papers.
- Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022. "Bond funds and credit risk," LSE Research Online Documents on Economics 118856, London School of Economics and Political Science, LSE Library.
- Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2024. "Sustainability or performance? Ratings and fund managers’ incentives," Journal of Financial Economics, Elsevier, vol. 155(C).
- Sofia Brito-Ramos & Maria Céu Cortez & Florinda Silva, 2022. "Do sustainability signals diverge? An analysis of labeling schemes for socially responsible investments ," Working Papers hal-04064367, HAL.
- Siu Kai Choy & Jason Wei, 2023. "Investor Attention and Option Returns," Management Science, INFORMS, vol. 69(8), pages 4845-4863, August.
- Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022. "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, vol. 142(C).
- Michel Verlaine, 2022. "Behavioral finance and the architecture of the asset management industry," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1454-1476, December.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021.
"Can Machine Learning Help to Select Portfolios of Mutual Funds?,"
Working Papers
1245, Barcelona School of Economics.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can machine learning help to select portfolios of mutual funds?," Economics Working Papers 1772, Department of Economics and Business, Universitat Pompeu Fabra.
- Jiang, Christine & Wang, Xianzhen, 2024. "Portfolio pumping and dumping among Chinese mutual fund companies," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Yue Xu, 2022. "Reallocation of Mutual Fund Managers and Capital Raising Ability," CREATES Research Papers 2022-11, Department of Economics and Business Economics, Aarhus University.
- Omori, Kozo & Kitamura, Tomoki, 2023. "Investor response to Morningstar's ratings, category information, and alpha in the Japanese mutual fund market," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Tran, Anh & Wang, Pingle, 2023. "Barking up the wrong tree: Return-chasing in 401(k) plans," Journal of Financial Economics, Elsevier, vol. 148(1), pages 69-90.
- Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- G53 - Financial Economics - - Household Finance - - - Financial Literacy
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