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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
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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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