Are fund managers incentivised to ignore stock market jumps?

Author:

Chondrogiannis Ilias1ORCID,Freeman Mark2ORCID,Vivian Andrew3ORCID

Affiliation:

1. School of Slavonic and East European Studies, UCL, London, UK

2. School for Business and Society, University of York, Heslington, York, UK

3. School of Business and Economics, Loughborough University, Loughborough, UK

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Reference55 articles.

1. Investment strategies and compensation of a mean–variance optimizing fund manager

2. Jump Spillover in International Equity Markets

3. Barclays. 2017. “Turning the Tide: 2017 Global Hedge Fund Industry - Outlook and Trends.” Prime Services/ Capital Solutions, February.

4. Post-'87 crash fears in the S&P 500 futures option market

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