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Citations for "The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds"

by Diane Del Guercio & Paula A. Tkac

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  1. Paula A. Tkac, 2004. "Mutual funds: temporary problem or permanent morass?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 1-21.
  2. Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué, 2005. "Persistencia de resultados en los fondos de inversión españoles," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 525-573, September.
  3. Michael K. Berkowitz & Jiaping Qiu, 2001. "Ownership, Risk and Performance of Mutual Fund Management Companies," Working Papers berk-01-01, University of Toronto, Department of Economics.
  4. Juan-Pedro Gómez & Fernando Zapatero, 2001. "Asset pricing implications of benchmarking: A two-factor CAPM," Economics Working Papers 693, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Engström, Stefan & Westerberg, Anna, 2004. "Information Costs and Mutual Fund Flows," Working Paper Series in Economics and Finance 555, Stockholm School of Economics.
  6. Ching-mann Huang & Len-kuo Hu & Hsin-Hong Kang, 2005. "Compensation Design and Career Concerns of Fund Manager," Review of Quantitative Finance and Accounting, Springer, vol. 24(4), pages 379-397, June.
  7. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 1999. "Transaction-cost Expenditures and the Relative Performance of Mutual Funds," Center for Financial Institutions Working Papers 00-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
  8. Axel Boersch-Supan & Florian Heiss & Alexander Ludwig & Joachim Winter, 2003. "Pension Reform, Capital Markets and the Rate of Return," German Economic Review, Verein für Socialpolitik, vol. 4(2), pages 151-181, 05.
  9. Carlos Alves & Victor Mendes, 2011. "Does performance explain mutual fund flows in small markets? The case of Portugal," Portuguese Economic Journal, Springer, vol. 10(2), pages 129-147, August.
  10. Evans, Richard & Fahlenbrach, Rudiger, 2007. "Do Funds Need Governance? Evidence from Variable Annuity-Mutual Fund Twins," Working Paper Series 2007-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Salganik, G., 2010. "Essays on investment flows of hedge fund and mutual fund investors," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4378358, Tilburg University.
  12. Ber, Silke & Ruenzi, Stefan, 2006. "On the usability of synthetic measures of mutual fund net-flows," CFR Working Papers 06-05, University of Cologne, Centre for Financial Research (CFR).
  13. Friedman, Daniel & Abraham, Ralph, 2008. "Bubblesandcrashes:Gradientdynamicsinï¬nancial markets," Santa Cruz Department of Economics, Working Paper Series qt3905j8kq, Department of Economics, UC Santa Cruz.
  14. Fletcher, Jonathan & Forbes, David, 2002. "An exploration of the persistence of UK unit trust performance," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 475-493, December.
  15. Keith Cuthbertson & Dirk Nitzsche & Niall O' Sullivan, 2004. "UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck," Money Macro and Finance (MMF) Research Group Conference 2004 55, Money Macro and Finance Research Group.
  16. Gideon Saar, 1999. "Price Impact Asymmetry of Block Trades: An Institutional Trading," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-030, New York University, Leonard N. Stern School of Business-.
  17. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Open Access publications from Tilburg University urn:nbn:nl:ui:12-332523, Tilburg University.
  18. Plantinga, Auke, 2007. "Performance Measurement And Evaluation," MPRA Paper 5048, University Library of Munich, Germany.
  19. Tim Besley & Andrea Prat, 2003. "Pension fund governance and the choice between defined benefit and defined contribution plans," IFS Working Papers W03/09, Institute for Fiscal Studies.
  20. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012. "Management compensation and market timing under portfolio constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1600-1625.
  21. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, . "Mutual fund trading costs," Rodney L. White Center for Financial Research Working Papers 27-99, Wharton School Rodney L. White Center for Financial Research.
  22. Christopher Knittel & Jeffrey Heisler & John J. Neumann & Scott Stewart, 2004. "Why Do Institutional Plan Sponsors Hire and Fire their Investment Managers?," Working Papers 527, University of California, Davis, Department of Economics.
  23. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005. "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, vol. 60(4), pages 1983-2011, 08.
  24. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets (Revised version, April 2008)," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  25. Martí Ballester, Carmen Pilar, 2013. "Determinants of equity pension plan flows," Economics Discussion Papers 2013-15, Kiel Institute for the World Economy.
  26. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.
  27. Dariusz Stanko, 2003. "Performance Evaluation of Public Pension Funds: The Reformed Pension System in Poland," Finance 0306002, EconWPA.
  28. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc.
  29. Paul Cox & Patricia Wicks, 2011. "Institutional Interest in Corporate Responsibility: Portfolio Evidence and Ethical Explanation," Journal of Business Ethics, Springer, vol. 103(1), pages 143-165, September.
  30. Osthoff, Peer, 2008. "What matters to SRI investors?," CFR Working Papers 08-07, University of Cologne, Centre for Financial Research (CFR).
  31. Jerry Parwada & Robert Faff, 2005. "Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection," Journal of Financial Services Research, Springer, vol. 27(1), pages 77-98, February.
  32. Ping Hu & Jayant Kale & Ajay Subramanian, 2003. "Compensation, Career Concerns, and Relative Risk Choices by Mutual Fund Managers: Theory and Evidence," Levine's Bibliography 666156000000000349, UCLA Department of Economics.
  33. Juan-Pedro Gomez & Fernando Zapatero, 2003. "Asset pricing implications of benchmarking: a two-factor CAPM," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 343-357.
  34. Alexander Kempf & Stefan Ruenzi, 2004. "Family Matters: The Performance Flow Relationship in the Mutual Fund Industry," Finance 0404012, EconWPA, revised 26 May 2004.
  35. Zhiguo He & Wei Xiong, 2008. "Delegated Asset Management, Investment Mandates, and Capital Immobility," NBER Working Papers 14574, National Bureau of Economic Research, Inc.
  36. Luis Ferruz & Cristina Ortiz & Jose? L. Sarto, 2006. "The influence of performance on the flows into Spanish equity funds," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 19-23, January.