Documents & Reports

Strategic interactions and portfolio choice in money management : theory and evidence (English)

Abstract

The author study portfolio choice of strategic fund managers in the presence of a peer-based under performance penalty. While the penalty generates herding behavior, correlated trading among managers is exacerbated when a strategic setting is considered...  See More +

Details

  • Pedraza Morales, Alvaro Enrique;
  • 2015/02/01 07:09:04
  • Journal Article;
  • 115269
  • 1
  • 1
  • World
  • The World Region
  • 2017/11/18 04:05:39
  • Disclosed
  • Strategic interactions and portfolio choice in money management : theory and evidence
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