搜索结果: 1-15 共查到“理论经济学 fund”相关记录22条 . 查询时间(0.093 秒)
Two-fund separation under model mis-specification
Fund separation theorem the investors procedure asset allocation the tangency portfolio risky assets
2015/8/10
The two-fund separation theorem tells us that an investor with quadratic utility can separate her asset allocation decision into two steps: First, find the tangency portfolio (TP), i.e., the portfolio...
Observations on Innovation in Pension Fund Management in the Impending Future
Innovation and Invention Compensation and Benefits Investment Management
2015/5/14
Observations on Innovation in Pension Fund Management in the Impending Future.
An Evaluation of Money Market Fund Reform Proposals
Risk Management Balance and Stability Investment Funds
2015/4/27
U.S. money market mutual funds (MMFs) are an important source of dollar funding for global financial institutions, particularly those headquartered outside the U.S. MMFs proved to be a source of consi...
The Small World of Investing:Board Connections and Mutual Fund Returns
Asset Pricing Investment Portfolio Governing and Advisory Boards
2015/4/22
This paper uses social networks to identify information transfer in security markets. We focus on connections between mutual fund managers and corporate board members via shared education networks. We...
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
The IMF Gold Sale and Trust: Fund Arrangements。
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance
Outsourcing Mutual Fund Management Firm Boundaries Incentives Performance
2014/3/18
We investigate the effects of managerial outsourcing on the performance and incentives of mutual funds. Fund families outsource the management of a large fraction of their funds to advisory firms. The...
Fund Flow Volatility and Performance
Open-end mutual funds performance differences cash holdings
2011/8/21
This paper provides a detailed analysis of the impact of daily mutual fund flow volatility on fund performance. I document a significant negative relationship between the volatility of daily fund flow...
The Relationship between Money Market Mutual Fund Maturity and Interest Rates
Money Market Mutual Fund the average maturity Relationship
2011/8/21
This study examines the causal relationship between the average maturity of taxable money market mutual funds (MMMF) and short-term interest rates. The credit and financial crises of 2007-2008 have le...
Investing in Talents: Manager Characteristics and Hedge Fund Performances
Manager Characteristics Hedge Fund Performances symmetric relation
2011/8/20
Using a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge f...
The allocation of financial resources of the EU Structural Funds and Cohesion Fund during the period 2007–2013
Regional policy Structural Funds Cohesion Fund budget allocation
2014/2/27
The article describes a model to predict the allocation of the EU Structural Funds and the Cohesion Fund over the EU member states. By comparing the predicted allocation with the real allocation, it i...
Random Matrix Theory and Fund of Funds Portfolio Optimisation
Random Matrix Theory Hedge Funds Fund of Funds Correlation
2010/10/20
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio re...
An empirical study of the tails of mutual fund size
empirical study tails mutual fund size
2010/10/20
The mutual fund industry manages about a quarter of the assets in the U.S. stock market and thus plays an important role in the U.S. economy. The question of how much control is concentrated in the ha...
《International monetary fund staff papers》
International monetary fund staff papers 国际货币基金组织文集
2010/1/19
《国际货币基金组织论文集》系国际货币基金组织出版的该组织工作人员的有关宏观经济问题实证分析的论文集。这些人员多为专业经济学家，他们撰写的论文内容涉及经济行为、宏观经济政策、财政分析、货币贬值、税制改革、预算赤字、汇率、预算支出及资本积累等主题。也接受来自该组织以外的投稿，对该刊已发表的文章的批评与评论。有时就某一问题出版专辑。近期文章论题包括：流向巴西的资本——资本管制的内在性、公开披露与银行倒闭...