Difference in interim performance and risk taking with short-sale constraints-Reference-Cited by-同舟云学术

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

Published:2012-02 Issue:2 Volume:103 Page:377-392
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Basak Suleyman,Makarov Dmitry

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference39 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990

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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3. Managing Model Uncertainty and Investment Under Relative Performance Concerns;SSRN Electronic Journal;2024

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