Volatility inadaptability : Investors care about risk, but can't cope with volatility ; De-biasing investors' volatility inadaptability ; When risk and return are not enough: The role of loss aversion in private investors' choice of mutual fund fee structures ; Which investors buy funds with performance fees and wh
When assessing a fund manager’s skill, sophisticated investors will consider all factors (priced a...
Fund management risk tolerance is a topic which is of enormous interest not only to many researchers...
We study the relationship between the risk-adjusted performance of mutual funds and their money flow...
Volatility inadaptability : Investors care about risk, but can't cope with volatility ; De-biasing i...
We analyze why investors chose funds with performance fees even if expected fees are higher than in ...
This article investigates two research questions: do investors see a relationship between risk attit...
Mutual funds sold via brokers offer fund portfolios that investors can purchase in one of three clas...
We identify for the first time the crucial role played by idiosyncratic risk as a determinant of per...
We identify for the first time the crucial role played by idiosyncratic risk as a determinant of per...
International audienceWhy do investors buy underperforming mutual funds? To address this issue, we d...
There is overwhelming evidence that, post expenses, mutual fund managers on average underperform a c...
In this paper I analyze investors' reactions to changes in the expense ratios of equity mutual funds...
Liquidity pricing is very critical in explaining fund performances, especially during periods where ...
Previous research suggests that investor sentiment has an influence on the market's risk-return trad...
We investigate whether regret can explain mutual fund managers' risk-shifting behavior. We propose a...
When assessing a fund manager’s skill, sophisticated investors will consider all factors (priced a...
Fund management risk tolerance is a topic which is of enormous interest not only to many researchers...
We study the relationship between the risk-adjusted performance of mutual funds and their money flow...
Volatility inadaptability : Investors care about risk, but can't cope with volatility ; De-biasing i...
We analyze why investors chose funds with performance fees even if expected fees are higher than in ...
This article investigates two research questions: do investors see a relationship between risk attit...
Mutual funds sold via brokers offer fund portfolios that investors can purchase in one of three clas...
We identify for the first time the crucial role played by idiosyncratic risk as a determinant of per...
We identify for the first time the crucial role played by idiosyncratic risk as a determinant of per...
International audienceWhy do investors buy underperforming mutual funds? To address this issue, we d...
There is overwhelming evidence that, post expenses, mutual fund managers on average underperform a c...
In this paper I analyze investors' reactions to changes in the expense ratios of equity mutual funds...
Liquidity pricing is very critical in explaining fund performances, especially during periods where ...
Previous research suggests that investor sentiment has an influence on the market's risk-return trad...
We investigate whether regret can explain mutual fund managers' risk-shifting behavior. We propose a...
When assessing a fund manager’s skill, sophisticated investors will consider all factors (priced a...
Fund management risk tolerance is a topic which is of enormous interest not only to many researchers...
We study the relationship between the risk-adjusted performance of mutual funds and their money flow...