Strategic Asset Allocation in Money Management: Strategic Asset Allocation in Money Management

[1]  Anna Pavlova,et al.  Asset Prices and Institutional Investors , 2012 .

[2]  F. Zapatero,et al.  Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence , 2009 .

[3]  T. Nijman,et al.  Yet another look at mutual fund tournaments , 2005 .

[4]  Andrew B. Abel,et al.  Asset Prices Under Habit Formation and Catching Up with the Joneses , 1990 .

[5]  Michael W. Brandt,et al.  Optimal Decentralized Investment Management , 2006 .

[6]  Ron Kaniel,et al.  The Delegated Lucas Tree , 2011 .

[7]  A. Thakor,et al.  Green with Envy: Implications for Corporate Investment Distortions , 2005 .

[8]  M. Obstfeld.  Rational and Self-Fulfilling Balance-of-Payments Crises , 1984 .

[9]  R. C. Merton,et al.  Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case , 1969 .

[10]  Fernando Zapatero,et al.  Monte Carlo computation of optimal portfolios in complete markets , 2003 .

[11]  Peter M. DeMarzo,et al.  Relative Wealth Concerns and Financial Bubbles , 2005 .

[12]  Jonathan D. Taylor.  Risk-taking behavior in mutual fund tournaments , 2003 .

[13]  Glenn Ellison,et al.  Risk Taking by Mutual Funds as a Response to Incentives , 1995, Journal of Political Economy.

[14]  Anna Pavlova,et al.  Optimal Asset Allocation and Risk Shifting in Money Management , 2006 .

[15]  J. Harsanyi.  Games with randomly disturbed payoffs: A new rationale for mixed-strategy equilibrium points , 1973 .

[16]  Andrew John,et al.  Coordinating Coordination Failures in Keynesian Models , 1988 .

[17]  M. Obstfeld.  Models of Currency Crises with Self-Fulfilling Features , 1995 .

[18]  J. Detemple,et al.  A Monte Carlo Method for Optimal Portfolios , 2000 .

[19]  Joshua D. Rauh.  Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans , 2006 .

[20]  Stefan Ruenzi,et al.  Tournaments in Mutual Fund Families , 2005 .

[21]  Peter Tufano,et al.  Costly Search and Mutual Fund Flows , 1998 .

[22]  Raj Chetty,et al.  A New Method of Estimating Risk Aversion , 2003 .

[23]  Kevin C. H. Chiang.  Survival, Tournament, and Asset Allocation Strategy in the Mutual Fund Industry , 1999 .

[24]  Kelsey D. Wei,et al.  Participation Costs and the Sensitivity of Fund Flows to Past Performance , 2006 .

[25]  Sid Browne,et al.  Stochastic differential portfolio games , 1998, Journal of Applied Probability.

[26]  Guoqiang Tian,et al.  Characterizations of the Existence of Equilibria in Games with Discontinuous and Non-quasiconcave Payoffs , 1993 .

[27]  Ron Kaniel,et al.  Equilibrium Prices in the Presence of Delegated Portfolio Management , 2006 .

[28]  Jiaping Qiu,et al.  Termination Risk, Multiple Managers and Mutual Fund Tournaments , 2003 .

[29]  M. Zuckerman,et al.  Attribution of success and failure revisited, or: The motivational bias is alive and well in attribution theory , 1979 .

[30]  Dmitry Makarov,et al.  Difference in Interim Performance and Risk Taking with Short-Sale Constraints , 2010 .

[31]  Joanna S. Wu,et al.  Truth in mutual fund advertising: Evidence on future performance and fund flows , 2000 .

[32]  Jeffrey A. Busse.  Another Look at Mutual Fund Tournaments , 1998, Journal of Financial and Quantitative Analysis.

[33]  Suleyman Basak,et al.  Risk Management with Benchmarking , 2001, Manag. Sci..

[34]  Paula A. Tkac,et al.  Star power: the effect of Morningstar ratings on mutual fund flows , 2001 .

[35]  Philip H. Dybvig,et al.  Bank Runs, Deposit Insurance, and Liquidity , 1983, Journal of Political Economy.

[36]  On the Consequences of Mutual Fund Tournaments , 2006 .

[37]  K. Brown,et al.  Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry , 1996 .

[38]  P. DeMarzo,et al.  Technological innovation and real investment booms and busts , 2007 .

[39]  J. Carpenter,et al.  Does Option Compensation Increase Managerial Risk Appetite? , 1999 .

[40]  F. Palomino.  Relative performance objectives in financial markets , 2005 .

[41]  R. Otten,et al.  Tournaments in the UK mutual fund industry , 2008 .