Performance evaluation and financial market runs

DOI10.1093/ROF/RFS006MaRDI QIDQ4963395zbMATH OpenOpenAlexFDO

Authors Wolf Wagner

Publication date 2 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfs006

zbMATH Keywords

asset fire salesasset liquidityfinancial marketsfund managersperformance evaluation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

• Liquidity and Financial Market Runs
• Institutionalization, delegation, and asset prices
• Delegated portfolio management, optimal fee contracts, and asset prices
• Run equilibria in the Green-Lin model of financial intermediation
• On relative performance, remuneration and risk taking of asset managers

Cited in

(1)

• Circuit breakers and market runs

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