Difference in interim performance and risk taking with short-sale constraints

Author:

Basak Suleyman,Makarov Dmitry

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference39 articles.

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2. Why constrain your mutual fund manager?;Almazan;Journal of Financial Economics,2004

3. Basak, S., Makarov, D. Strategic asset allocation in money management. Journal of Finance, forthcoming.

4. Optimal asset allocation and risk shifting in money management;Basak;Review of Financial Studies,2007

5. Mutual fund flows and performance in rational markets;Berk;Journal of Political Economy,2004

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