Dynamics and performance of decentralized portfolios with size-induced fund flows
Author:
Affiliation:
1. Kent Business School, University of Kent, Parkwood Road, Canterbury, Kent CT2 7FS, UK
2. CMRE Risk Management and Compliance Consultancy, 1083 HN Amsterdam, Netherlands
3. Independent, Canterbury, UK
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1550262
Reference24 articles.
1. Strategic Asset Allocation in Money Management
2. Decentralized Investment Management: Evidence from the Pension Fund Industry
3. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
4. The Quality of Mutual Fund Portfolio Supervision
5. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
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