Essays on empirical finance
Author: Patgiri, Rajdeep INSEAD Area: FinancePublisher: Fontainebleau : INSEAD, 2007.Language: EnglishDescription: 199 p. : Graphs ; 30 cm.Type of document: INSEAD ThesisThesis Note: For the degree of Ph.D. in management, INSEAD, June 2007Bibliography/Index: Includes bibliographical referencesAbstract: The dissertation comprises of four essays that studies incentive structure in the asset management industry as awell as the cross-section of corporate bond returns. The first essay looks at reputation concerns of mutual fund managers and how incentives can overcome the tendency to herd due to reputation concerns. The second essay studies the role of mutual funds in the stock market bubble of the late 1990s. The third essay analyzes the predictability in mutual fund performance based on their incentive structure. The fourth essay derives portfolio strategies for corporate bonds based on firms' idiosyncratic volatility. List(s) this item appears in: Ph.D. Thesis| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Asia Campus Archives |
INSEAD PAT 2007
(Browse shelf) 900179522 |
Available | 900179522 | |||
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Europe Campus INSEAD Publications Display |
INSEAD PAT 2007
(Browse shelf) 001220221 |
Available | 001220221 |
For the degree of Ph.D. in management, INSEAD, June 2007
Includes bibliographical references
The dissertation comprises of four essays that studies incentive structure in the asset management industry as awell as the cross-section of corporate bond returns. The first essay looks at reputation concerns of mutual fund managers and how incentives can overcome the tendency to herd due to reputation concerns. The second essay studies the role of mutual funds in the stock market bubble of the late 1990s. The third essay analyzes the predictability in mutual fund performance based on their incentive structure. The fourth essay derives portfolio strategies for corporate bonds based on firms' idiosyncratic volatility.
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