Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds*

DOI10.1093/ROF/RFZ014MaRDI QIDQ5009043zbMATH OpenOpenAlexFDO

Authors Teodor Dyakov, Hao Jiang, Marno Verbeek

Publication date 18 August 2021

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/rof/rfz014

zbMATH Keywords

crowdinginternational mutual fundsoptimal sizetrading performance

Mathematics Subject Classification ID

Financial markets (91G15)

Recommendations

• Illiquidity, position limits, and optimal investment for mutual funds
• Mutual fund competition in the presence of dynamic flows
• A rational theory of mutual funds' attention allocation
• Aggregation, efficiency and mutual fund separation in incomplete markets
• International capital markets and redundant securities
• Portfolio pumping, trading activity and fund performance

Cited in

(2)

• How rational and competitive is the market for mutual funds?
• Proper fund size: a perspective from both investors and fund managers

This page was built for publication: Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5009043)