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Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep.
In: Economic Journal.
RePEc:ecj:econjl:v:115:y:2005:i:506:p:1077-1102.

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  1. Relative performance evaluation and wage inequality. (2024). Pi, Jiancai ; Li, Zixin.
    In: Manchester School.
    RePEc:bla:manchs:v:92:y:2024:i:3:p:296-312.

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  2. Delegated Learning and Contract Commonality in Asset Management*. (2023). Xiaolan, Mindy Z ; Sockin, Michael.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:6:p:1931-1975..

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  3. Data Envelopment Analysis and Multifactor Asset Pricing Models. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana Belen ; Solorzano-Taborga, Pablo.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:2:p:24-:d:347105.

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  4. Tracking biased weights: asset pricing implications of value-weighted indexing. (2020). Zheng, LU ; Vayanos, Dimitri ; Jiang, Hao.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118847.

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  5. Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing. (2020). Vayanos, Dimitri ; Zheng, LU ; Jiang, Hao.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15563.

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  6. An equilibrium model of risk management spillover. (2019). Ye, Zhiqiang ; Qiu, Zhigang ; Jiang, Ying ; Huang, Shiyang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:3.

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  7. Modeling leakage in two-stage DEA models: An application to US mutual fund families. (2016). Watson, John ; Galagedera, Don ; Chen, Yao ; Premachandra, I M.
    In: Omega.
    RePEc:eee:jomega:v:61:y:2016:i:c:p:62-77.

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  8. Rethinking reversals. (2016). Johnson, Timothy C.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:2:p:211-228.

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  9. Benchmarking superannuation funds based on relative performance. (2015). Watson, John ; Galagedera, Don ; Don U. A. Galagedera, .
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:28:p:2959-2973.

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  10. Fund flows inducing mispricing of risk in competitive financial markets. (2015). Stahmer, Axel .
    In: ESMT Research Working Papers.
    RePEc:esm:wpaper:esmt-15-04.

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  11. Institutional investors and long-term investment : evidence from Chile. (2014). Schmukler, Sergio ; Opazo, Luis ; Raddatz, Claudio .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6922.

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  12. Deconstructing Herding: Evidence from Pension Fund Investment Behavior. (2013). Schmukler, Sergio ; Raddatz, Claudio.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:43:y:2013:i:1:p:99-126.

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  13. Asset pricing with heterogeneous beliefs and relative performance. (2013). Tang, Ke ; Shang, Qi ; Qiu, Zhigang ; Huang, Shiyang .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4107-4119.

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  14. VaR constrained asset pricing with relative performance. (2013). Liu, Xiangbo ; Qiu, Zhigang ; Xiong, Yan .
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:174-178.

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  15. Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition. (2012). Watson, John ; Galagedera, Don ; Galagedera, Don U. A., ; Zhu, Joe ; Premachandra, I. M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3302-3317.

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  16. Deconstructing herding : evidence from pension fund investment behavior. (2011). Schmukler, Sergio ; Raddatz, Claudio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5700.

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  17. Equilibrium prices in the presence of delegated portfolio management. (2011). Kaniel, Ron ; Cuoco, Domenico .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:264-296.

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  18. The Long and the Short of Emerging Market Debt. (2010). Schmukler, Sergio ; Raddatz, Claudio ; Opazo, Luis.
    In: Working Papers.
    RePEc:sdp:sdpwps:42.

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  19. Decentralized investment management: evidence from the pension fund industry. (2010). Tonks, Ian ; Timmermann, Allan ; Blake, David ; Wermers, Russ.
    In: MPRA Paper.
    RePEc:pra:mprapa:35767.

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  20. Decentralized Investment Management: Evidence from the Pension Fund Industry. (2010). Tonks, Ian ; Timmermann, Allan ; Blake, David ; Wermers, Russ.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7679.

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  21. The long and the short of emerging market debt. (2009). Schmukler, Sergio ; Raddatz, Claudio ; Opazo, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5056.

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  22. Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence. (2009). Menkhoff, Lukas ; Luetje, Torben ; Gehrig, Thomas ; Lutje, Torben .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7118.

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  23. The Long And The Short Of Emerging Market Debt. (2009). Schmukler, Sergio ; Raddatz, Claudio ; Opazo, Luis.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:530.

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  24. Bonus Payments and Fund Managers Behavior: Trans-Atlantic Evidence. (2008). Menkhoff, Lukas ; Luetje, Torben ; Gehrig, Thomas ; Lutje, Torben .
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-411.

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  25. DELEGATED PORTFOLIO MANAGEMENT: A SURVEY OF THE THEORETICAL LITERATURE. (2006). Stracca, Livio.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:20:y:2006:i:5:p:823-848.

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