Department of Finance
College Park, MD 20742-1815
University of Maryland - Robert H. Smith School of Business
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mutual funds, market efficiency, performance evaluation
Mutual Fund Performance, Multiple-Hypothesis Test, Luck, False Discovery Rate
Equity mutual fund, asset allocation, manager skills, business cycle
mutual funds, performance persistence, portfolio disclosure, stock selection
hedge funds, hedging, replication, portfolio management, risk management, VaR
Money market mutual funds; bank runs; strategic complementarities
Money market funds, banking
mutual funds, performance evaluation, bootstrap
household finance, mutual fund flow seasonality, net exchanges, net flows, sentiment, time-varying risk aversion, risk tolerance
analyst revisions, mutual fund herding, managerial myopia
Closed-end fund, manager turnover, discount
governance of asset management institutions, mutual fund boards, portfolio manager disciplinary mechanisms
Mutual fund performance, style drift
European equity markets; mutual fund performance; time-varying investment opportunities.
European equity markets, mutual fund performance, time-varying investment opportunities
closed-end fund, closed-end fund discount, portfolio manager, managerial rent
shareholder's votes, say-on-pay, financial institutions, small shareholders
Institutional Investors, Hedge Funds, Freedom of Information Act
hedge fund flows, investor flow restrictions, hedge fund flow-performance relation
Institutional trading, Public news, Textual analysis
Money market funds, Eurozone crisis, financial fragility, endogenous information acqui- sition, transparency in short-term funding markets
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP11895.
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endogenous information acquisition, eurozone crisis, financial fragility, Money market funds, transparency in short-term funding markets
File name: DP7679.
asset management, decentralized management, pension funds, principal agent problems
File name: DP9906.
bank runs, money market mutual funds, quantile regression, strategic complementarities
File name: DP11896.
equity mutual funds, Fund confidence set, risk-adjusted performance
information intensity; performance persistence
Networks, Investment Management, Performance
Cash-flow timing, discount-rate timing, market timing
mutual funds, performance evaluation, investment horizons, selection skills
Portfolio Management, Equity Portfolio Management Strategies, Active Management, Fixed-Income Portfolio Management Strategies, Active Management, Portfolio Concepts from Capital Market Theory, Efficient Market Hypothesis, Risk Management
mutual funds, active management, performance evaluation
mutual funds, hedge funds, institutional investors, pension funds, performance evaluation
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