Saturday, August 20, 2011, 8:30-10:15 am; Asset Pricing Empirical
Asset Management II - C4
Session Chair: Marno Verbeek, Erasmus University
- The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance
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Martijn Cremers1, Miguel Ferreira2, Pedro Matos3, Laura Starks4
Yale University1; Universidade Nova de Lisboa2; University of Virginia3; University of Texas
- Austin4
- Discussant: Javier Gil-Bazo, University Pompeu Fabra
- The Investment Behavior of State Pension Plans
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Jeffrey Brown1, Joshua Pollet2, Scott Weisbenner1
University of Illinois1; Michigan State University2
- Discussant: Frank de Jong, Tilburg University
- Alpha and Performance Measurement: The Effect of Investor Heterogeneity
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Wayne E. Ferson, Jerchern Lin
University of Southern California
- Discussant: Juha Joenväärä, University of Oulu
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