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Mandates and Portfolio Inelasticity

https://doi.org/10.2139/ssrn.5073789
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Outgoing claims: the papers this work cites, builds on, or argues with.

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A five-factor asset pricing model
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A Demand System Approach to Asset Pricing
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Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
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Digesting Anomalies: An Investment Approach
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The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
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Measuring Mutual Fund Flow Pressure as Shock to Stock Returns
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Insensitive Investors
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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
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Overreaction in Macroeconomic Expectations
inferredcites →https://doi.org/10.1257/aer.20200243openalex-snapshot
Five Facts about Beliefs and Portfolios
inferredcites →https://doi.org/10.1257/aer.20230505openalex-snapshot
How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing
inferredcites →https://doi.org/10.2139/ssrn.1704145openalex-snapshot
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
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The Subjective Risk and Return Expectations of Institutional Investors
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Financial Machine Learning
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