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Bibliographies thématiques / Delegated portfolio choice

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Littérature scientifique sur le sujet « Delegated portfolio choice »

Auteur : Grafiati

Publié le 12 avril 2025

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Articles de revues sur le sujet "Delegated portfolio choice"

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Dai, Min, Luis Goncalves-Pinto, and Jing Xu. "How Does Illiquidity Affect Delegated Portfolio Choice?" Journal of Financial and Quantitative Analysis 54, no. 2 (2018): 539–85. http://dx.doi.org/10.1017/s0022109018000753.

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In response to how they are compensated, mutual fund managers who are underperforming by mid-year are likely to increase the risk of their portfolios toward the year-end. We argue that an increase in the liquidity of the stocks that managers use to shift risk can lead to an increase in the size of their risky bets. This in turn hurts fund investors by increasing the costs of misaligned incentives associated with delegated portfolio management. We provide both theoretical and empirical results that are consistent with this argument. We use decimalization as an exogenous shock to liquidity to id

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Calvo-Pardo, Hector, Xisco Oliver, and Luc Arrondel. "Subjective Return Expectations, Perceptions, and Portfolio Choice." Journal of Risk and Financial Management 15, no. 1 (2021): 6. http://dx.doi.org/10.3390/jrfm15010006.

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Exploiting a representative sample of the French population by age, wealth, and asset classes, we document novel facts about their expectations and perceptions of stock market returns. Both expectations and perceptions of returns are very dispersed, significantly lower than their data counterparts, and a substantial portion of the variation in the former is explained by dispersion in the latter. Consistent with portfolio choice models under incomplete information, a conditional risk-return trade-off explains the intensive margin, while at the extensive margin, only expected returns matter. Des

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BATEMAN, HAZEL, and SUSAN THORP. "Decentralized investment management: an analysis of non-profit pension funds." Journal of Pension Economics and Finance 6, no. 1 (2007): 21–44. http://dx.doi.org/10.1017/s1474747206002484.

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We investigate delegated investment management in private pension accounts using data from Australian accumulation (superannuation) funds. In Australian non-profit pension funds, trustees choose investment managers on behalf of members. We find that funds with many delegated managers have higher risk-adjusted returns than those with few. However funds with 13 or less specialized managers show no improvement over funds with a single diversified manager. All do worse than a benchmark portfolio of asset-class indices. Further, by using random selection to mimic the choices of an uninformed indivi

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Gao, Xinzi, T. J. Wong, Lijun Xia, and Gwen Yu. "Network-Induced Agency Conflicts in Delegated Portfolio Management." Accounting Review 96, no. 1 (2020): 171–98. http://dx.doi.org/10.2308/tar-2015-0422.

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ABSTRACT Social ties between mutual funds and the companies in which they invest (investees) can both facilitate information transfers and encourage favoritism. Using the investment choices of mutual funds in China, we compare investment performance of holdings in companies that are socially connected to mutual funds versus those that are not. We find that funds allocate more investment to connected investees' stocks, especially when a fund is weakly monitored. This overweighting is greater in times of poor investee performance, when the benefits of additional investment to the connected inves

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Coeurdacier, Nicolas, and Hélène Rey. "Home Bias in Open Economy Financial Macroeconomics." Journal of Economic Literature 51, no. 1 (2013): 63–115. http://dx.doi.org/10.1257/jel.51.1.63.

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Home bias is a perennial feature of international capital markets. We review various explanations of this puzzling phenomenon highlighting recent developments in macroeconomic modeling that incorporate international portfolio choices in standard two-country general equilibrium models. We refer to this new literature as Open Economy Financial Macroeconomics. We focus on three broad classes of explanations: (i) hedging motives in frictionless financial markets (real exchange rate and nontradable income risk), (ii) asset trade costs in international financial markets (such as transaction costs or

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Goncalves-Pinto, Luis. "How Does Illiquidity Affect Delegated Portfolio Choice?" SSRN Electronic Journal, 2010. http://dx.doi.org/10.2139/ssrn.1342876.

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Mitchell, Olivia S., and Stephen P. Utkus. "Target-date funds and portfolio choice in 401(k) plans." Journal of Pension Economics and Finance, June 4, 2021, 1–18. http://dx.doi.org/10.1017/s1474747221000263.

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Abstract Target-date funds in corporate retirement plans grew from $5 billion in 2000 to $734 billion in 2018, partly because federal regulation sanctioned these as default investments in automatic enrollment plans. We show that adopters delegated pension investment decisions to fund managers selected by plan sponsors. Inclusion of these funds in retirement saving menus raised equity shares, boosted bond exposures, curtailed cash/company stock holdings, and reduced idiosyncratic risk. The adoption of low-cost target-date funds may enhance retirement wealth by as much as 50% over a 30-year hori

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Zijlstra, Sake. "Klantgestuurd voorraadbeleid en empowerment. Over Te Woon en andere initiatieven van woningcorporaties." Architecture and the Built Environment, 2011. http://dx.doi.org/10.59490/abe.2011.1.85.

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Central to this dissertation are client driven housing management from housing associations in The Netherlands and the empowerment effects this management has on its tenants. The central issue includes what client driven housing management is (definition), in which ways this can be devised, what the envisioned effects are and which effects this management successfully accomplishes. These are answered by means of seven sub questions. The focal point of this research shifts from an exploration of all the initiatives that can be found in client driven housing management, to the empowerment effect

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Zijlstra, Sake. "Klantgestuurd voorraadbeleid en empowerment. Over Te Woon en andere initiatieven van woningcorporaties." Architecture and the Built Environment, 2011. http://dx.doi.org/10.59490/abe.2011.1.87.

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Central to this dissertation are client driven housing management from housing associations in The Netherlands and the empowerment effects this management has on its tenants. The central issue includes what client driven housing management is (definition), in which ways this can be devised, what the envisioned effects are and which effects this management successfully accomplishes. These are answered by means of seven sub questions. The focal point of this research shifts from an exploration of all the initiatives that can be found in client driven housing management, to the empowerment effect

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Zijlstra, Sake. "Klantgestuurd voorraadbeleid en empowerment. Over Te Woon en andere initiatieven van woningcorporaties." Architecture and the Built Environment, 2011. http://dx.doi.org/10.59490/abe.2011.1.815.

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Central to this dissertation are client driven housing management from housing associations in The Netherlands and the empowerment effects this management has on its tenants. The central issue includes what client driven housing management is (definition), in which ways this can be devised, what the envisioned effects are and which effects this management successfully accomplishes. These are answered by means of seven sub questions. The focal point of this research shifts from an exploration of all the initiatives that can be found in client driven housing management, to the empowerment effect

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Thèses sur le sujet "Delegated portfolio choice"

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Silli, Bernhard. "Essays on delegated portfolio management." Doctoral thesis, Universitat Pompeu Fabra, 2009. http://hdl.handle.net/10803/7400.

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En el capítulo I, se examina el rendimiento de los activos ﬁnancieros que representan las "mejores ideas" de los gestores de los fondos de inversión. Las inversiones para las que un gestor activo augura un buen rendimiento obtienen mejor retorno de mercado, asi como el resto de inversiones en sus carteras. En el capítulo II, se muestra explicitamente que los gestores que concentran sus carteras en un número reducido de activos, superan reiteradamente sus benchmarks y otros fondos más diversiﬁcados. Esta diferencia de rendimiento se puede explicar gracias a las diferencias en la e

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Umlauft, Roland. "Essays on liquidity and risk." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/119822.

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In Chapter 1 I investigate the economic importance of correlation in mutual fund flows for funds with overlapping portfolio positions. I illustrate theoretically that commonality in trading by funds due to flow correlation influences the optimal portfolio. Furthermore, I show that the expected return from an asset for a specific agent is conditional on correlation of this particular asset holder’s flows with his peers. Finally, I derive a theoretical upper bound of optimal flow correlation and hypothesize the existence of at least one optimal equilibrium outcome for any combination of pairwise

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Jones, Jentry Indigo. "Behavioral Household Finance and Robo-Advising." Electronic Thesis or Diss., Orléans, 2024. http://www.theses.fr/2024ORLE1084.

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Cette recherche étudie le comportement des ménages investisseurs qui utilisent un robo-advisor français à travers quatre articles empiriques. Dans la première étude, les investisseurs qui épargnent régulièrement épargnent moins à moyen et long terme que ceux qui n'épargnent que sporadiquement, ce qui remet en question l'universalité de ce conseil financier populaire. Dans la deuxième étude, les investisseurs actualisent le risque de leur portefeuille au fil du temps d'une manière qui ne reproduit pas toujours les résultats obtenus avec des portefeuilles statiques, ce qui remet en question la m

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