Are fund managers incentivised to ignore stock market jumps?
Author:
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)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2022.2156804
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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