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Why Do Institutional Plan Sponsors Hire and Fire Their Investment Managers?

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Author Info
Knittel, Christopher (U of California, Davis)
Heisler, Jeffrey (Boston U)
Neumann, John J. (St. John's U)
Stewart, Scott (Boston U)

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Abstract

This paper examines the investment allocation decisions of pension plans, endowments, foundations, and other institutional plan sponsors. The experience and education of plan sponsors and the environment (both regulatory and agency) of the institutional market suggests that institutional investors rely less on past performance and use different criteria when evaluating performance compared to mutual fund investors. Institutional investors are expected to be less concerned with total returns and more considerate of benchmark-adjusted excess returns, and the consistency with which they are delivered, over longer time horizons. An examination of asset and account flows for actively-managed U.S. equity products is largely consistent with these expectations. The consistency with which managers deliver positive or negative active returns relative to the S&P500 over multiple horizons, without regard to the magnitude of these returns, plays a key role in determining the flow of assets among investment products. Style benchmarks play a larger role in determining account movements, which is found to employ more criteria than asset moves. However, total return is also considered, as the magnitudes of a one-year loss and 3 and 5-year total returns are found to be incremental factors in plan sponsors' allocation decisions. One explanation for this result is the principal-agent arrangement faced by plan sponsors. Although the sponsors may be more sophisticated than the typical retail investor, their clients, investors and the investment board, may not be. Plan sponsors may minimize job risk by hiring and firing managers based on excess returns with incremental allocations based on total returns, thereby satisfying both their mandate and their clients. It is also found that smaller and older products capture relatively greater flows.

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Paper provided by University of California at Davis, Department of Economics in its series Working Papers with number 05-27.

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Date of creation: Oct 2004
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Handle: RePEc:ecl:ucdeco:05-27

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  1. Fant, L Franklin & O'Neal, Edward S, 2000. "Temporal Changes in the Determinants of Mutual Fund Flows," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 23(3), pages 353-71, Fall.
  2. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March. [Downloadable!] (restricted)
  3. Diane Del Guercio & Paula A. Tkac, 2000. "The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds," Working Paper 2000-21, Federal Reserve Bank of Atlanta. [Downloadable!]
  4. Grinblatt, Mark & Titman, Sheridan, 1994. "A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(03), pages 419-444, September. [Downloadable!]
  5. Goetzmann, William N & Peles, Nadav, 1997. "Cognitive Dissonance and Mutual Fund Investors," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 20(2), pages 145-58, Summer.
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