The determinants of the flow of funds of managed portfolios: Mutual funds vs. pension funds

D Del Guercio, PA Tkac - Journal of financial and quantitative …, 2002 - cambridge.org
This study compares the relations between asset flow and performance in the retail mutual
fund and fiduciary pension fund segments of the money management industry, and relate …

Conditioning manager alphas on economic information: Another look at the persistence of performance

JA Christopherson, WE Ferson… - The Review of …, 1998 - academic.oup.com
This article presents evidence on persistence in the relative investment performance of
large, institutional equity managers. Similar to existing evidence for mutual funds, we find …

Conditional performance measurement using portfolio weights: Evidence for pension funds

W Ferson, K Khang - Journal of Financial Economics, 2002 - Elsevier
This paper combines the use of portfolio holdings data and conditioning information to
create a new performance measure. Our conditional weight-based measure has several …

Performance clustering and incentives in the UK pension fund industry

D Blake, BN Lehmann, A Timmermann - Journal of Asset Management, 2002 - Springer
Despite pension fund managers being largely unconstrained in their investment decisions,
this paper reports evidence of clustering in the performance of a large cross-section of UK …

Does team size and tenure matter for European pension funds?

R Correia Domingues, VF Moutinho… - Applied …, 2023 - Taylor & Francis
Pension funds are investment vehicles quite different from mutual funds, because they are
specifically designed to provide retirement benefits. We examine the effect of management …

[PDF][PDF] Delegated Portfolio Management-Optimal Portfolio Policies under Compensation, Capital Flow and Price Influence

A Kremer - 2012 - opus4.kobv.de
This work investigates the intertemporal portfolio optimization of professional portfolio
managers. It analyzes whether the special conditions of delegation in which portfolio …

[PDF][PDF] An examination of the intangible business component of commercial real estate investments

JG Hall - 1993 - dspace.mit.edu
This paper identifies the operating business component of investing in real estate, its
importance in property operations, and how it is priced at both the portfolio level and the …

[BOOK][B] The impact of advisory incentive fees on return and risk of investment companies

DA Volkman - 1992 - search.proquest.com
This study examines the relationships between incentive contracting for registered
investment company advisors and the performance and the risk of the portfolio managed by …

[CITATION][C] Clientele Effects in the Pension Fund Industry

A Hovsepian - 2005

[CITATION][C] Marketing of hedge funds: a key strategic variable in defining possible roles of an emerging investment force

M Bekier - (No Title), 1996 - cir.nii.ac.jp
Marketing of hedge funds : a key strategic variable in defining possible roles of an emerging
investment force | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ …