My bibliography
Save this item
On the Size of the Active Management Industry
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0.
"Mutual Fund Performance and Flows during the COVID-19 Crisis,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
- Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers 27551, National Bureau of Economic Research, Inc.
- Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers 2020-96, Becker Friedman Institute for Research In Economics.
- Pástor, Luboš & Vorsatz, Blair, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers 15033, C.E.P.R. Discussion Papers.
- Wallmeier,, 2016. "Entwicklungslinien in der Portfoliotheorie und im Asset Management," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 70(4), pages 407-422.
- Diane Del Guercio & Jonathan Reuter, 2014.
"Mutual Fund Performance and the Incentive to Generate Alpha,"
Journal of Finance, American Finance Association, vol. 69(4), pages 1673-1704, August.
- Diane Del Guercio & Jonathan Reuter, 2011. "Mutual Fund Performance and the Incentive to Generate Alpha," NBER Working Papers 17491, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017.
"Do Funds Make More When They Trade More?,"
Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2018.
"Efficiently Inefficient Markets for Assets and Asset Management,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
- Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
- Malliaris, Steven & Malliaris, A.G., 2021. "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015.
"Scale and skill in active management,"
Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
- repec:hum:wpaper:sfb649dp2017-001 is not listed on IDEAS
- Ryan G. Chacon & Pratik Kothari & Thibaut G. Morillon, 2024. "Economies of Scale in the Real Estate Mutual Fund Industry," The Journal of Real Estate Finance and Economics, Springer, vol. 69(2), pages 228-252, August.
- Artiga Gonzalez, Tanja & Dyakov, Teodor & Inhoffen, Justus & Wipplinger, Evert, 2024.
"Crowding of international mutual funds,"
Journal of Banking & Finance, Elsevier, vol. 164(C).
- Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021. "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin 1937, DIW Berlin, German Institute for Economic Research.
- F. Douglas Foster & Geoffrey J. Warren, 2015. "Why Might Investors Choose Active Management?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(1), pages 20-39, January.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
- Nathaniel Light & Ivan Stetsyuk, 2022. "Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 256-275, May.
- Charles Jackson, 2013. "Can alignment of active manager and investor interests be improved?," Journal of Asset Management, Palgrave Macmillan, vol. 14(6), pages 376-384, December.
- Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018. "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 81-106.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2022. "Active and Passive Investing: Understanding Samuelson’s Dictum [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 389-446.
- Massa, Massimo & Zhang, Jian & ,, 2015. "Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry," CEPR Discussion Papers 10472, C.E.P.R. Discussion Papers.
- Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018.
"Are Mutual Fund Managers Paid for Investment Skill?,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 715-772.
- Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," NBER Working Papers 23373, National Bureau of Economic Research, Inc.
- Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12241, C.E.P.R. Discussion Papers.
- Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12010, C.E.P.R. Discussion Papers.
- Berk, Jonathan B. & van Binsbergen, Jules H., 2016.
"Assessing asset pricing models using revealed preference,"
Journal of Financial Economics, Elsevier, vol. 119(1), pages 1-23.
- Jonathan B. Berk & Jules H. van Binsbergen, 2014. "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers 20435, National Bureau of Economic Research, Inc.
- Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Assessing Asset Pricing Models Using Revealed Preference," Research Papers 3130, Stanford University, Graduate School of Business.
- Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
- Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López, 2021. "On management risk and price in the mutual fund industry: style and performance distribution analysis," Risk Management, Palgrave Macmillan, vol. 23(1), pages 150-171, June.
- Bessembinder, Hendrik & Cooper, Michael J. & Zhang, Feng, 2023. "Mutual fund performance at long horizons," Journal of Financial Economics, Elsevier, vol. 147(1), pages 132-158.
- Coen, Patrick, 2021. "Information Loss over the Business Cycle," TSE Working Papers 21-1220, Toulouse School of Economics (TSE).
- Ming Gu & Minxing Sun & Yangru Wu & Weike Xu, 2021. "Economic policy uncertainty and momentum," Financial Management, Financial Management Association International, vol. 50(1), pages 237-259, March.
- Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021. "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 57-81.
- Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.
- Berk, Jonathan B. & van Binsbergen, Jules H., 2015.
"Measuring skill in the mutual fund industry,"
Journal of Financial Economics, Elsevier, vol. 118(1), pages 1-20.
- Berk, Jonathan B. & van Binsbergen, Jules H., 2014. "Measuring Skill in the Mutual Fund Industry," Research Papers 3131, Stanford University, Graduate School of Business.
- Cujean, Julien, 2018. "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers 13111, C.E.P.R. Discussion Papers.
- Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016. "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 3-18.
- Moreira, Alan, 2019. "Capital immobility and the reach for yield," Journal of Economic Theory, Elsevier, vol. 183(C), pages 907-951.
- Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022. "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers 22-02, University of Cologne, Centre for Financial Research (CFR).
- 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.
- Wagner, Niklas & Winter, Elisabeth, 2013. "A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 69-85.
- Michael Sockin & Mindy Z Xiaolan, 2023. "Delegated Learning and Contract Commonality in Asset Management," Review of Finance, European Finance Association, vol. 27(6), pages 1931-1975.
- Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2017. "Precision about manager skill, mutual fund flows, and performance persistence," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 222-237.
- Hitzemann, Steffen & Sokolinski, Stanislav & Tai, Mingzhu, 2022. "Paying for beta: Leverage demand and asset management fees," Journal of Financial Economics, Elsevier, vol. 145(1), pages 105-128.
- Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka, 2019.
"The Effect of Investment Constraints on Hedge Fund Investor Returns,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1539-1571, August.
- Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka, 2018. "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers 12599, C.E.P.R. Discussion Papers.
- Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020. "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, vol. 90(C), pages 11-20.
- Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022.
"Skill, Scale, and Value Creation in the Mutual Fund Industry,"
Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
- Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021. "Skill, scale, and value creation in the mutual fund industry," Working Papers unige:150822, University of Geneva, Geneva School of Economics and Management.
- Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse, 2021. "Asset Managers: Institutional Performance and Factor Exposures," Journal of Finance, American Finance Association, vol. 76(4), pages 2035-2075, August.
- Müller, Marcel & Rosenberger, Tobias & Uhrig-Homburg, Marliese, 2017. "Fake alpha," SFB 649 Discussion Papers 2017-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Habib, Michel A. & Johnsen, D. Bruce, 2016. "The quality-assuring role of mutual fund advisory fees," International Review of Law and Economics, Elsevier, vol. 46(C), pages 1-19.
- Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2020.
"Corporate Governance in the Presence of Active and Passive Delegated Investment,"
OSF Preprints
8n6xj, Center for Open Science.
- Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2022. "Corporate governance in the presence of active and passive delegated investment," CEPR Discussion Papers 15230, C.E.P.R. Discussion Papers.
- Mattia Landoni & Stephen P. Zeldes, 2020. "Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?," NBER Working Papers 26700, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020.
"Fund tradeoffs,"
Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Fund Tradeoffs," CEPR Discussion Papers 12513, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Fund Tradeoffs," NBER Working Papers 23670, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015.
"Scale and skill in active management,"
Journal of Financial Economics,
Elsevier, vol. 116(1), pages 23-45.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," Working Papers 2014-003, Becker Friedman Institute for Research In Economics.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
- Ibert, Markus, 2023. "What do mutual fund managers’ private portfolios tell us about their skills?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023. "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, vol. 65(C).
- Khim, Veasna & Razafitombo, Hery, 2023. "Scale and skills in European active management: Impact of a new regulatory context," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Veasna Khim & Hery Razafitombo, 2015. "The Impact of UCITS IV Directive on European Mutual Funds Performance," Post-Print hal-01698550, HAL.
- Kooli, Maher & Zhang, Min, 2022. "Not only skill but also scale: Evidence from the hedge funds industry," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Patton, Andrew J. & Weller, Brian M., 2020. "What you see is not what you get: The costs of trading market anomalies," Journal of Financial Economics, Elsevier, vol. 137(2), pages 515-549.
- Agarwal, Vikas & Ma, Linlin & Mullally, Kevin, 2015. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Malliaris, Steven & Malliaris, A.G., 2022. "Reprint of: Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Jennifer Huang & Kelsey D. Wei & Hong Yan, 2022. "Investor learning and mutual fund flows," Financial Management, Financial Management Association International, vol. 51(3), pages 739-765, September.
- Yue Xu, 2021. "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers 2022-03, Department of Economics and Business Economics, Aarhus University.
- Clemens Sialm & T. Mandy Tham, 2016.
"Spillover Effects in Mutual Fund Companies,"
Management Science, INFORMS, vol. 62(5), pages 1472-1486, May.
- Clemens Sialm & T. Mandy Tham, 2011. "Spillover Effects in Mutual Fund Companies," NBER Working Papers 17292, National Bureau of Economic Research, Inc.
- Massa, Massimo, 2015. "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers 10447, C.E.P.R. Discussion Papers.
- Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010. "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers 16312, National Bureau of Economic Research, Inc.
- Dahlquist, Magnus & Odegaard, Bernt Arne, 2018. "A Review of Norges Bank's Active Management of the Government Pension Fund Global," UiS Working Papers in Economics and Finance 2018/1, University of Stavanger.
- Brown, David C. & Davies, Shaun William, 2017. "Moral hazard in active asset management," Journal of Financial Economics, Elsevier, vol. 125(2), pages 311-325.
- Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019. "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers 13618, C.E.P.R. Discussion Papers.
- Robert F. Stambaugh, 2019. "Skill and Profit in Active Management," NBER Working Papers 26027, National Bureau of Economic Research, Inc.
- Ying Liao & Cuixia Li & Lei Jiang & Liang Peng, 2021. "Quantifying Diseconomies Of Scale For Mutual Funds," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 1-24, May.
- Giuseppe Galloppo, 2021. "Size," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 151-190, Springer.
- Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017. "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 133-150.
- Rzakhanov, Zaur & Jetley, Gaurav, 2019. "Competition, scale and hedge fund performance: Evidence from merger arbitrage," Journal of Economics and Business, Elsevier, vol. 105(C).
- Robert F. Stambaugh, 2014. "Investment Noise and Trends," NBER Working Papers 20072, National Bureau of Economic Research, Inc.
- Seung Kwak & Charles Press, 2023. "Pre-LBO Credit Market Conditions and Post-LBO Target Behavior," Finance and Economics Discussion Series 2023-077, Board of Governors of the Federal Reserve System (U.S.).
- Feldman, David & Saxena, Konark & Xu, Jingrui, 2020. "Is the active fund management industry concentrated enough?," Journal of Financial Economics, Elsevier, vol. 136(1), pages 23-43.
- 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.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers 12195, C.E.P.R. Discussion Papers.
- Habib, Michel & Johnsen, D. Bruce, 2015. "The quality-assuring role of mutual fund advisory fees," CEPR Discussion Papers 10438, C.E.P.R. Discussion Papers.
- Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
- George Aragon & Bing Liang & Hyuna Park, 2014. "Onshore and Offshore Hedge Funds: Are They Twins?," Management Science, INFORMS, vol. 60(1), pages 74-91, January.