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Competition between Asset Managers over Relative Performance Fees

https://doi.org/10.2139/ssrn.6207621

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s00780-015-0266-yopenalex-snapshot

Hedge and mutual funds’ fees and the separation of private investments

inferredcites →https://doi.org/10.1007/s10957-023-02221-4openalex-snapshot

Fund Managers’ Competition for Investment Flows Based on Relative Performance

inferredcites →https://doi.org/10.1007/s11579-019-00255-9openalex-snapshot

Many-player games of optimal consumption and investment under relative performance criteria

inferredcites →https://doi.org/10.1016/j.jbankfin.2007.12.018openalex-snapshot

Offsetting the implicit incentives: Benefits of benchmarking in money management

inferredcites →https://doi.org/10.1016/j.jedc.2024.105003openalex-snapshot

Optimal investment-withdrawal strategy for variable annuities under a performance fee structure

inferredcites →https://doi.org/10.1016/j.jfineco.2013.05.004openalex-snapshot

The economics of hedge funds

inferredcites →https://doi.org/10.1111/j.1467-9965.1993.tb00044.xopenalex-snapshot

OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS

inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02675.xopenalex-snapshot

An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs

inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05203.xopenalex-snapshot

Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry

inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01427.xopenalex-snapshot

High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

inferredcites →https://doi.org/10.1111/jofi.12167openalex-snapshot

Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

inferredcites →https://doi.org/10.1111/mafi.12034openalex-snapshot

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

inferredcites →https://doi.org/10.1111/mafi.12057openalex-snapshot

THE INCENTIVES OF HEDGE FUND FEES AND HIGH‐WATER MARKS

inferredcites →https://doi.org/10.1111/mafi.12206openalex-snapshot

Mean field and n‐agent games for optimal investment under relative performance criteria

inferredcites →https://doi.org/10.1137/100790884openalex-snapshot

Optimal Investment with High-watermark Performance Fee

inferredcites →https://doi.org/10.1137/140983859openalex-snapshot

Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon

inferredcites →https://doi.org/10.1137/18m1205066openalex-snapshot

Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model

inferredcites →https://doi.org/10.1137/20m1376169openalex-snapshot

Competition in Fund Management and Forward Relative Performance Criteria

inferredcites →https://doi.org/10.1137/20m138421xopenalex-snapshot

Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players

inferredcites →https://doi.org/10.1137/21m1401826openalex-snapshot

Performance Fees with Stochastic Benchmark

inferredcites →https://doi.org/10.1287/mnsc.35.7.807openalex-snapshot

Adverse Risk Incentives and the Design of Performance-Based Contracts

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