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Compensation Incentives and Risk Taking Behavior: Evidence from Mutual Funds. (1996). Orphanides, Athanasios.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:1996-21.

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Cited: 2

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Cites: 12

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Cocites: 50

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Coauthors: 0

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  1. The holdings markup behavior of mutual funds: evidence from an emerging market. (2018). Yu, Jerry ; Wang, Ching-Chang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0633-1.

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References

References cited by this document

  1. Brown, Keith C., W. V. Harlow and Laura T. Starks, \Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry," Journal of Finance, 51(1), 85-110, March 1996.

  2. Brown, Stephen, William Goetzmann, Roger G. Ibbotson, and Stephen A. Ross, \Survivorship Bias in Performance Studies," Review of Financial Studies, 5(4), 553-580, 1992 Chevalier, Judith, and Glenn Ellison, \Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Paper Number 5234, August 1995.

  3. Cuny, Charles, Mark Fedenia and Robert Haugen, \Professional Investor Re-entry and the January E ect," mimeo, June 1995.
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  4. Dubins, Lester E., and Leonard J. Savage, Inequalities for Stochastic Processes: How to Gamble if You Must, Dover, 1976.
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  5. Elton, Edwin J., Martin J. Gruber, and Christopher R. Blake, \Survivorship Bias and Mutual Fund Performance," New York University Salomon Center Working Paper, S95 -14, March 1995.
    Paper not yet in RePEc: Add citation now

  6. Goetzmann, William N., and Stephen Brown, \Attrition and Mutual Fund Performance: Evidence from a Survivorship-Bias Free Database," mimeo, 1993.

  7. Grinblatt, Mark, and SheridanTitman, \Adverse RiskIncentives and the Design of PerformanceBase Contracts," Management Science, 35(7), 807-822, July 1989.
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  8. Holmstrom, Bengt, and Paul Milgrom, \Aggregation and Linearity in the Provision of Intertemporal Incentives," Econometrica 55(2), 303-328, March 1987 Modigliani, F. and G. A. Pogue, \Alternative Investment Performance Fee Arrangements and Implications for SEC Regulatory Policy," Bell Journal of Economics and Management Science, 6, 127-160, 1975.

  9. Orphanides, Athanasios, Brian Reid, and David H. Small, \The Empirical Properties of a Monetary Aggregate That Adds Bond and Stock Mutual Funds to M2," Federal Reserve Bank of St Louis Review, 76(6), 31-51, November/December 1994.
    Paper not yet in RePEc: Add citation now
  10. Sirri, E. and P. Tufano, \The Demand For Mutual Fund Services by Individual Investors," Harvard Business School Working Paper, 1992.
    Paper not yet in RePEc: Add citation now

  11. Starks, Laura, \Performance Incentive Fees: An Agency Theoretic Approach" Journal of Financial and Quantitative Analysis, 22, p 17-32, March 1987.

  12. Stoughton, Neal M., \Moral Hazard and the Portfolio Management Problem," Journal of Finance, 48(5), p. 2009-2028, December 1993

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