Mutual fund competition in the presence of dynamic flows
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Publication:987650
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
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portfolio managementdynamic flowsstochastic differential gamemutual fundsasset-based management fees
Cites Work
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?
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