Strategic Asset Allocation in Money Management
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- Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
- Basak, Suleyman & Makarov, Dmitry, 2011. "Strategic Asset Allocation in Money Management," CEPR Discussion Papers 8457, C.E.P.R. Discussion Papers.
- Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, Center for Economic and Financial Research (CEFIR).
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More about this item
Keywords
Money Managers; Strategic Interaction; Portfolio Choice; Relative Performance; Incentives; Risk Shifting; Fund Flows; Tournaments;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
Statistics
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