My bibliography
Save this item
Delegated portfolio management
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sandeep Kapur & Allan Timmermann, 2005.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium,"
Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October.
- Timmermann, Allan & Kapur, Sandeep, 2003. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers 4038, C.E.P.R. Discussion Papers.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408001, University Library of Munich, Germany.
- Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, University Library of Munich, Germany.
- Berzins, Janis & Liu, Crocker H. & Trzcinka, Charles, 2013. "Asset management and investment banking," Journal of Financial Economics, Elsevier, vol. 110(1), pages 215-231.
- Baranchuk, Nina & Dybvig, Philip H., 2015. "Screening of possibly incompetent agents," Economics Letters, Elsevier, vol. 135(C), pages 15-18.
- Han, Min-Yeon & Jun, Sang-Gyung & Oh, Ji Yeol Jimmy & Kang, Hyoung-Goo, 2023. "Who should choose the money managers? Institutional sponsors' equity manager performance," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Lagziel, David & Lehrer, Ehud, 2018. "Reward schemes," Games and Economic Behavior, Elsevier, vol. 107(C), pages 21-40.
- Huddart, Steven, 1999. "Reputation and performance fee effects on portfolio choice by investment advisers1," Journal of Financial Markets, Elsevier, vol. 2(3), pages 227-271, August.
- Becchetti, Leonardo & Degli Antoni, Giacomo & Ottone, Stefania & Solferino, Nazaria, 2013.
"Allocation criteria under task performance: The gendered preference for protection,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 45(C), pages 96-111.
- Leonardo Becchetti & Giacomo Degli Antoni & Stefania Ottone & Nazaria Solferino, 2011. "Allocation Criteria under Task Performance: the Gendered Preference for Protection," CEIS Research Paper 214, Tor Vergata University, CEIS, revised 24 Oct 2011.
- Leonardo Becchetti & Giacomo Degli Antoni & Stefania Ottone & Nazaria Solferino, 2011. "Allocation criteria under task performance: the gendered preference for protection," Econometica Working Papers wp32, Econometica.
- Palomino, Frederic & Sadrieh, Abdolkarim, 2011.
"Overconfidence and delegated portfolio management,"
Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 159-177, April.
- Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Other publications TiSEM 2b77ad1e-8a6d-420a-b6b3-9, Tilburg University, School of Economics and Management.
- Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers.
- Palomino, F.A. & Sadrieh, A., 2003. "Overconfidence and Delegated Portfolio Management," Discussion Paper 2003-54, Tilburg University, Center for Economic Research.
- Raphaëlle Bellando, 2008.
"Le conflit d'agence dans la gestion déléguée de portefeuille : une revue de littérature,"
Revue d'économie politique, Dalloz, vol. 118(3), pages 317-339.
- Raphaëlle Bellando, 2008. "Le conflit d'agence dans la gestion déléguée de portefeuille : une revue de littérature," Post-Print halshs-00308570, HAL.
- Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2003.
"Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management,"
Working papers
4303-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2005. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," CEPR Discussion Papers 5006, C.E.P.R. Discussion Papers.
- Alex Shapiro & Suleyman Basak & Anna Pavlova, 2004. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Econometric Society 2004 North American Winter Meetings 583, Econometric Society.
- Ottaviani, Marco & Sorensen, Peter Norman, 2006.
"The strategy of professional forecasting,"
Journal of Financial Economics, Elsevier, vol. 81(2), pages 441-466, August.
- Marco Ottaviani & Peter Norman Sorensen, 2001. "The Strategy of Professional Forecasting," Discussion Papers 01-09, University of Copenhagen. Department of Economics.
- Marco Ottaviani & Peter Norman Sørensen, 2004. "The Strategy of Professional Forecasting," FRU Working Papers 2004/05, University of Copenhagen. Department of Economics. Finance Research Unit.
- Dow, James & Gorton, Gary, 1997.
"Noise Trading, Delegated Portfolio Management, and Economic Welfare,"
Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
- James Dow & Gary Gorton, "undated". "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
- James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
- James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc.
- Cvitanić, Jakša & Xing, Hao, 2018.
"Asset pricing under optimal contracts,"
Journal of Economic Theory, Elsevier, vol. 173(C), pages 142-180.
- Cvitanić, Jakŝa & Xing, Hao, 2018. "Asset pricing under optimal contracts," LSE Research Online Documents on Economics 84952, London School of Economics and Political Science, LSE Library.
- Luigi Iovino, 2012.
"Sophisticated Intermediation and Aggregate Volatility,"
2012 Meeting Papers
965, Society for Economic Dynamics.
- Luigi Iovino, 2014. "Sophisticated Intermediation and Aggregate Volatility," 2014 Meeting Papers 1044, Society for Economic Dynamics.
- Livio Stracca, 2006.
"Delegated Portfolio Management: A Survey Of The Theoretical Literature,"
Journal of Economic Surveys, Wiley Blackwell, vol. 20(5), pages 823-848, December.
- Stracca, Livio, 2005. "Delegated portfolio management: a survey of the theoretical literature," Working Paper Series 520, European Central Bank.
- Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
- Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010.
"Belief elicitation in experiments: is there a hedging problem?,"
Experimental Economics, Springer;Economic Science Association, vol. 13(4), pages 412-438, December.
- Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008. "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers 3517, Institute of Labor Economics (IZA).
- Alexander Gümbel, 2005.
"Trading on Short-Term Information,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 161(3), pages 428-452, September.
- Alexander Gumbel, 1999. "Trading on Short-Term Information," OFRC Working Papers Series 1999fe10, Oxford Financial Research Centre.
- Gumbel, Alexander, 2005. "Herding in delegated portfolio management: When is comparative performance information desirable?," European Economic Review, Elsevier, vol. 49(3), pages 599-626, April.
- Donaldson, Jason Roderick & Piacentino, Giorgia, 2018. "Contracting to compete for flows," Journal of Economic Theory, Elsevier, vol. 173(C), pages 289-319.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020.
"Impediments to Financial Trade: Theory and Applications,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2697-2727.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016. "Impediments to Financial Trade: Theory and Applications," NBER Working Papers 22697, National Bureau of Economic Research, Inc.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2022.
"Asset Management Contracts and Equilibrium Prices,"
Journal of Political Economy, University of Chicago Press, vol. 130(12), pages 3146-3201.
- Vayanos, Dimitri & Woolley, Paul & ,, 2014. "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers 10152, C.E.P.R. Discussion Papers.
- Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014. "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics 119026, London School of Economics and Political Science, LSE Library.
- Buffa, Andrea M. & Vayanos, Dimitri & Woolley, Paul, 2022. "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics 113889, London School of Economics and Political Science, LSE Library.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014. "Asset Management Contracts and Equilibrium Prices," NBER Working Papers 20480, National Bureau of Economic Research, Inc.
- García, Diego & Vanden, Joel M., 2009. "Information acquisition and mutual funds," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1965-1995, September.
- Muendler, Marc-Andreas, 2005.
"Rational Information Choice in Financial Market Equilibrium,"
University of California at San Diego, Economics Working Paper Series
qt5q4764nj, Department of Economics, UC San Diego.
- Marc-Andreas Muendler, 2005. "Rational Information Choice in Financial Market Equilibrium," CESifo Working Paper Series 1436, CESifo.
- Shleifer, Andrei & Vishny, Robert W, 1997.
"The Limits of Arbitrage,"
Journal of Finance, American Finance Association, vol. 52(1), pages 35-55, March.
- Andrei Shleifer ad Robert W. Vishny, 1995. "The Limits of Arbitrage," Harvard Institute of Economic Research Working Papers 1725, Harvard - Institute of Economic Research.
- Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc.
- Villatoro, Félix, 2009. "The delegated portfolio management problem: Reputation and herding," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2062-2069, November.
- Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2014.
"Preferences and beliefs in a sequential social dilemma: a within-subjects analysis,"
Games and Economic Behavior, Elsevier, vol. 87(C), pages 122-135.
- Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2009. "Preferences and Beliefs in a Sequential Social Dilemma: A Within-Subjects Analysis," IZA Discussion Papers 4624, Institute of Labor Economics (IZA).
- Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2014. "Preferences and beliefs in a sequential social dilemma: A within-subjects analysis," DICE Discussion Papers 145, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Zhaolin Li & Samuel N. Kirshner, 2021. "Salesforce Compensation and Two‐Sided Ambiguity: Robust Moral Hazard with Moment Information," Production and Operations Management, Production and Operations Management Society, vol. 30(9), pages 2944-2961, September.
- Canen, Nathan & Chakraborty, Anujit, 2023. "Belief elicitation in political protest experiments: When the mode does not teach us about incentives to protest," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 320-331.
- Gary Gorton & Ping He & Lixin Huang, 2006. "Asset Prices When Agents are Marked-to-Market," NBER Working Papers 12075, National Bureau of Economic Research, Inc.
- David Lagziel & Ehud Lehrer, 2021.
"Transferable deposits as a screening mechanism,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
- David Lagziel & Ehud Lehrer, 2018. "Transferable Deposits as a Screening Mechanism," Working Papers 1808, Ben-Gurion University of the Negev, Department of Economics.
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013.
"Financial Markets, Banks, and Growth : Disentangling the links,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 105-147.
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013. "Financial Markets Banks and Growth: Disentangling the Links," SciencePo Working papers Main hal-03460718, HAL.
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013. "Financial Markets, Banks, and Growth : Disentangling the links," Post-Print halshs-01948038, HAL.
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013. "Financial Markets, Banks, and Growth : Disentangling the links," SciencePo Working papers Main halshs-01948038, HAL.
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013. "Financial markets, Banks, and Growth : disentangling the links," Documents de Travail de l'OFCE 2013-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alessandro Giovannini & Maurizio Iacopetta & Raoul Minetti, 2013. "Financial Markets Banks and Growth: Disentangling the Links," Working Papers hal-03460718, HAL.
- Wang, Jian & Sheng, Jiliang & Yang, Jun, 2013. "Optimism bias and incentive contracts in portfolio delegation," Economic Modelling, Elsevier, vol. 33(C), pages 493-499.
- Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009.
"Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence,"
CESifo Economic Studies, CESifo Group, vol. 55(3-4), pages 569-594.
- Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008. "Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence," Hannover Economic Papers (HEP) dp-411, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas & Lütje, Torben, 2009. "Bonus Payments and Fund Managers? Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers 7118, C.E.P.R. Discussion Papers.
- Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2016.
"Non-Exclusive Financial Advice,"
Review of Finance, European Finance Association, vol. 20(6), pages 2079-2123.
- Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2013. "Non-Exclusive Financial Advice," CSEF Working Papers 347, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Oct 2015.
- Basak, Suleyman & Pavlova, Anna & Shapiro, Alexander, 2008. "Offsetting the implicit incentives: Benefits of benchmarking in money management," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1883-1893, September.
- Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021. "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, vol. 42(C).
- Jakša Cvitanić & Julien Hugonnier, 2022.
"Optimal fund menus,"
Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 455-516, April.
- Hugonnier, Julien & Cvitanic, Jaksa, 2018. "Optimal fund menus," CEPR Discussion Papers 13127, C.E.P.R. Discussion Papers.
- Jaksa Cvitanic & Julien Hugonnier, 2018. "Optimal Fund Menus," Swiss Finance Institute Research Paper Series 18-47, Swiss Finance Institute, revised Aug 2018.
- Lehmann, Bruce & Timmermann, Allan, 2007. "Performance measurement and evaluation," LSE Research Online Documents on Economics 24505, London School of Economics and Political Science, LSE Library.
- Alexander Guembel, 2001. "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers 2001-FE-12, University of Oxford, Department of Economics.
- Gil-Bazo, Javier, 2001. "Portfolio management fees: assets or profits based compensation?," DEE - Working Papers. Business Economics. WB wb012207, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Saltuk Ozerturk, 2004. "Direct sale of information when precision is unobservable," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 269-293, May.
- Leonardo Becchetti & Giacomo Degli Antoni & Stefania Ottone & Nazaria Solferino, 2011.
"Spectators versus stakeholders with or without veil of ignorance: The difference it makes for justice and chosen distribution criteria,"
Working Papers
204, ECINEQ, Society for the Study of Economic Inequality.
- Leonardo Becchetti & Giacomo Degli Antoni & Stefania Ottone & Nazaria Solferino, 2011. "Spectators versus stakeholders with or without veil of ignorance: the difference it makes for justice and chosen distribution criteria," Econometica Working Papers wp31, Econometica.
- Getmansky, Mila & Lo, Andrew W. & Makarov, Igor, 2004.
"An econometric model of serial correlation and illiquidity in hedge fund returns,"
Journal of Financial Economics, Elsevier, vol. 74(3), pages 529-609, December.
- Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc.
- Getmansky, Mila & Lo, Andrew & Makarov, Igor, 2003. "An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns," Working papers 4288-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Broer, Tobias & Kohlhas, Alexandre, 2018.
"Forecaster (Mis-)Behavior,"
CEPR Discussion Papers
12898, C.E.P.R. Discussion Papers.
- Alexandre Kohlhas & Tobias Broer, 2019. "Forecaster (Mis-)Behavior," 2019 Meeting Papers 1171, Society for Economic Dynamics.
- Suleyman Basak & Anna Pavlova & Alexander Shapiro, 2007.
"Optimal Asset Allocation and Risk Shifting in Money Management,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1583-1621, 2007 21.
- Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers.
- He, Zhiguo & Xiong, Wei, 2013.
"Delegated asset management, investment mandates, and capital immobility,"
Journal of Financial Economics, Elsevier, vol. 107(2), pages 239-258.
- Zhiguo He & Wei Xiong, 2008. "Delegated Asset Management, Investment Mandates, and Capital Immobility," NBER Working Papers 14574, National Bureau of Economic Research, Inc.
- Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012.
"Management compensation and market timing under portfolio constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1600-1625.
- Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2011. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16, University of Cologne, Centre for Financial Research (CFR).
- Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Cuoco, Domenico & Kaniel, Ron, 2011.
"Equilibrium prices in the presence of delegated portfolio management,"
Journal of Financial Economics, Elsevier, vol. 101(2), pages 264-296, August.
- Cuoco, Domenico & Kaniel, Ron, 2009. "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers 7453, C.E.P.R. Discussion Papers.
- James Wang, 2020. "Screening soft information: evidence from loan officers," RAND Journal of Economics, RAND Corporation, vol. 51(4), pages 1287-1322, December.
- Palomino, Frederic & Prat, Andrea, 2003.
"Risk Taking and Optimal Contracts for Money Managers,"
RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 113-137, Spring.
- Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Other publications TiSEM 3da5cec4-4ab5-495a-8786-3, Tilburg University, School of Economics and Management.
- Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
- Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
- FOUCAULT, Thierry & LESCOURRET, Laurence, 2001.
"Information sharing, liquidity and transaction costs in floor-based trading systems,"
HEC Research Papers Series
742, HEC Paris.
- Thierry Foucault & Laurence Lescourret, 2003. "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems," Post-Print hal-00481203, HAL.
- Thierry Foucault & Laurence Lescourret, 2011. "Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems," Working Papers hal-00597189, HAL.
- Laurence Lescourret & Thierry Foucault, 2001. "Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems," Working Papers 2001-18, Center for Research in Economics and Statistics.
- Baeckström, Ylva & Marsh, Ian W. & Silvester, Joanne, 2021. "Financial advice and gender: Wealthy individual investors in the UK," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Holger Kraft & Ralf Korn, 2008. "Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 67-90, March.
- Niemann, Rainer, 2007. "Risikoübernahme, Arbeitsanreiz und differenzierende Besteuerung," arqus Discussion Papers in Quantitative Tax Research 28, arqus - Arbeitskreis Quantitative Steuerlehre.
- Naik, Narayan Y., 1997. "Multi-period information markets," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1229-1258, June.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2008.
"When cheaper is better: Fee determination in the market for equity mutual funds,"
Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 871-885, September.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2005. "When cheaper is better: fee determination in the market for equity mutual funds," DEE - Working Papers. Business Economics. WB wb054309, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Agarwal, Vikas & Nada, Vikram & Ray, Sugata, 2013. "Institutional investment and intermediation in the hedge fund industry," CFR Working Papers 13-03, University of Cologne, Centre for Financial Research (CFR).
- Saltuk Ozerturk, 2007. "Stock recommendation of an analyst who trades on own account," RAND Journal of Economics, RAND Corporation, vol. 38(3), pages 768-785, September.
- Zsolt Bihary & P'eter Cs'oka & P'eter Ker'enyi & Alexander Szimayer, 2019. "Self-respecting worker in the precarious gig economy: A dynamic principal-agent model," Papers 1902.10021, arXiv.org, revised Aug 2022.
- Marc-Andreas Muendler, 2004.
"The Existence of Informationally Efficient Markets When Individuals Are Rational,"
CESifo Working Paper Series
1295, CESifo.
- Muendler, Marc-Andreas, 2004. "The Existence of Informationally Efficient Markets When Individuals Are Rational," University of California at San Diego, Economics Working Paper Series qt5tf543q2, Department of Economics, UC San Diego.
- Andrey Sarantsev, 2021. "Optimal Portfolio with Power Utility of Absolute and Relative Wealth," Papers 2105.08139, arXiv.org, revised Jul 2021.
- Levine, Ross, 2005.
"Finance and Growth: Theory and Evidence,"
Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 12, pages 865-934,
Elsevier.
- Ross Levine, 2004. "Finance and Growth: Theory and Evidence," NBER Working Papers 10766, National Bureau of Economic Research, Inc.
- Raimond Maurer, 1998. "Risikoanreize bei der Gestaltung erfolgsabhängiger Entlohnungssysteme für Kapitalanlagegesellschaften," Schmalenbach Journal of Business Research, Springer, vol. 50(6), pages 507-530, June.
- Alexander Gümbel, 2001. "Emerging Markets and Entry by Actively Managed Funds," OFRC Working Papers Series 2001fe12, Oxford Financial Research Centre.
- OZERTURK, Saltuk, 2005. "Stock recommendation of an analyst who trades on own account," LIDAM Discussion Papers CORE 2005089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Muendler, Marc-Andreas, 2007. "The possibility of informationally efficient markets," Journal of Economic Theory, Elsevier, vol. 133(1), pages 467-483, March.
- Parlatore, Cecilia, 2016.
"Fragility in money market funds: Sponsor support and regulation,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
- Parlatore, Cecilia, 2015. "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series 1772, European Central Bank.
- Elena Asparouhova & Peter Bossaerts & Jernej Čopič & Brad Cornell & Jakša Cvitanić & Debrah Meloso, 2015.
"Competition in Portfolio Management: Theory and Experiment,"
Management Science, INFORMS, vol. 61(8), pages 1868-1888, August.
- Elena Asparouhova & Peter Bossaerts & Jernej Copic & Brad Cornell & Jaksa Cvitanic & Debrah Meloso, 2012. "Competition in Portfolio Management: Theory and Experiment," Working Papers 438, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Tatyana Zhuravleva, 2013. "Financial sector: does size matter?," Economics Bulletin, AccessEcon, vol. 33(3), pages 1991-2000.
- Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 157-175.
- Felipe Zurita, 2009. "La Economía Financiera Frente a la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(134), pages 183-195.
- Andrea Leuermann & Benjamin Roth, 2012. "Does Good Advice Come Cheap?: On the Assessment of Risk Preferences in the Lab and in the Field," SOEPpapers on Multidisciplinary Panel Data Research 475, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Benita, Francisco & Nasini, Stefano & Nessah, Rabia, 2022. "A cooperative bargaining framework for decentralized portfolio optimization," Journal of Mathematical Economics, Elsevier, vol. 103(C).
- T. S. Raghu & P. K. Sen & H. R. Rao, 2003. "Relative Performance of Incentive Mechanisms: Computational Modeling and Simulation of Delegated Investment Decisions," Management Science, INFORMS, vol. 49(2), pages 160-178, February.
- Leuermann, Andrea & Roth, Benjamin, 2012. "Does good advice come cheap? - On the assessment of risk preferences in the lab and the field," Working Papers 0534, University of Heidelberg, Department of Economics.
- Sarantsev, Andrey, 2021. "Optimal portfolio with power utility of absolute and relative wealth," Statistics & Probability Letters, Elsevier, vol. 179(C).
- Chan, Yuk-Shee & Thakor, Anjan V, 1987.
"Collateral and Competitive Equilibria with Moral Hazard and Private Information,"
Journal of Finance, American Finance Association, vol. 42(2), pages 345-363, June.
- Yuk-Shee Chan & Anjan V. Thakor, 2004. "Collateral and Competitive Equilibria with Moral Hazard and Private Information," Finance 0411019, University Library of Munich, Germany.
- Wayne E. Ferson, 2013. "Ruminations on Investment Performance Measurement," European Financial Management, European Financial Management Association, vol. 19(1), pages 4-13, January.
- Roll, Richard W. & Cornell, Brad, 2004. "A Delegated Agent Asset-pricing model," University of California at Los Angeles, Anderson Graduate School of Management qt9f06903n, Anderson Graduate School of Management, UCLA.
- Jun, Jooyong & Yoon, Kyoung-Soo, 2012. "Reservation wage and optimal contract for experts," Economics Letters, Elsevier, vol. 117(3), pages 619-623.
- Bruno Biais & Catherine Casamatta & Jean-Charles Rochet, 2005. "Risque opérationnel et régulation du capital dans l’industrie de la gestion de fonds d’investissement en Europe," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 197-211.
- Wilhelm Jr, William J & Chen, Zhaohui, 2005. "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers 5314, C.E.P.R. Discussion Papers.
- Sheng, Jiliang & Wang, Xiaoting & Yang, Jun, 2012. "Incentive contracts in delegated portfolio management under VaR constraint," Economic Modelling, Elsevier, vol. 29(5), pages 1679-1685.
- Iordanis Kalaitzoglou & Beatrice Durgheu, 2016. "Financial growth and Economic Growth in Europe : Is the Euro Beneficial for All Countries?," Post-Print hal-00859252, HAL.
- Laux, Christian & Probst, Daniel A., 2004. "One signal, two opinions: strategic heterogeneity of analysts' forecasts," Journal of Economic Behavior & Organization, Elsevier, vol. 55(1), pages 45-66, September.
- Juha Joenväärä & Bernd Scherer, 2017. "A note on the valuation of asset management firms," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(2), pages 181-199, May.
- Gendron, Michel, 1987. "Mesures de performance et économie de l’information, une synthèse de la littérature théorique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 169-186, juin et s.
- Natasa Bilkic & Thomas Gries, 2014. "Destructive Agents, Finance Firms, and Systemic Risk," Working Papers CIE 76, Paderborn University, CIE Center for International Economics.
- Gülen Karakoç & Marco Pagnozzi & Salvatore Piccolo & Giovanni W. Puopolo, 2020. "Information Acquisition and Financial Advice," CSEF Working Papers 587, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Annalisa Fabretti & Stefano Herzel & Mustafa C. Pinar, 2014. "Delegated Portfolio Management under Ambiguity Aversion," CEIS Research Paper 304, Tor Vergata University, CEIS, revised 06 Feb 2014.
- Salman Shah & Anjan V. Thakor, 2004. "Private versus Public Ownership: Investment, Ownership Distribution, and Optimality," Finance 0411026, University Library of Munich, Germany.
- Wang, Jian & Wang, Xiaoting & Zhuang, Xintian & Yang, Jun, 2017. "Optimism bias, portfolio delegation, and economic welfare," Economics Letters, Elsevier, vol. 150(C), pages 111-113.
- Michael Christensen & Michael Vangsgaard Christensen & Ken Gamskjaer, 2015. "Delegated portfolio management and optimal allocation of portfolio managers," Applied Economics, Taylor & Francis Journals, vol. 47(21), pages 2142-2153, May.