Browsing Universitat Pompeu Fabra by authors/directors "Umlauft, Roland"

Browsing Universitat Pompeu Fabra by authors/directors "Umlauft, Roland"

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  • Umlauft, Roland (Date of defense: 28-06-2013)
    In Chapter 1 I investigate the economic importance of correlation in mutual fund flows for funds with overlapping portfolio positions. I illustrate theoretically that commonality in trading by funds due to flow correlation ...