Mutual fund competition in the presence of dynamic flows

DOI10.1016/J.AUTOMATICA.2010.04.006zbMATH Open1195.91142OpenAlexW2159048339WikidataQ56935646 ScholiaQ56935646MaRDI QIDQ987650FDOQ987650

Authors Michèle Breton, J. Hugonnier, Tarek Masmoudi 

Publication date 13 August 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2010.04.006

zbMATH Keywords

portfolio managementdynamic flowsstochastic differential gamemutual fundsasset-based management fees

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Fund managers' competition for investment flows based on relative performance
• Prospect theory and mutual fund flows
• Competition in fund management and forward relative performance criteria
• Aggregation, efficiency and mutual fund separation in incomplete markets
• Dynamic portfolio management under competing representations
• Competition among institutional investors and asset specialization in multi-period discrete time
• Estimating the intensity of choice in a dynamic mutual fund allocation decision
• The efficient frontier and optimal strategies of mutual funds

Cites Work

• Delegated dynamic portfolio management under mean-variance preferences
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds

Cited In (14)

• Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Optimal investment problem for an open-end fund with dynamic flows
• Tournament-induced risk-shifting: a mean field games approach
• A probabilistic method for a class of non-Lipschitz BSDEs with application to fund management
• Fund managers' competition for investment flows based on relative performance
• Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds*
• Competition among institutional investors and asset specialization in multi-period discrete time
• Inter‐temporal mutual‐fund management
• Equilibrium multi-agent model with heterogeneous views on fundamental risks
• Optimal fund menus
• Competition in fund management and forward relative performance criteria
• Contracting to compete for flows
• How rational and competitive is the market for mutual funds?

This page was built for publication: Mutual fund competition in the presence of dynamic flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q987650)