Pricing and Valuation Challenges for Mutual Funds

被引：0
|
作者：
Samborn, Kevin [1 ]
Guo, Jiequn [2 ,3 ]
机构：
[1] Sapient Global Markets, Valuat & Risk Analyt, Boston, MA 02116 USA
[2] Interact Data, Fixed Income Methodol Grp, New York, NY USA
[3] Interact Data, Struct Secur Grp, New York, NY USA
来源：
JOURNAL OF STRUCTURED FINANCE | 2012年 / 17卷 / 04期
关键词：
D O I：
10.3905/jsf.2012.17.4.210
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：210 / 210
页数：1
相关论文
共 50 条
  • [1] On the valuation skills of corporate bond mutual funds
    Cici, Gjergji
    Zhang, Pei
    [J]. REVIEW OF FINANCE, 2024,
  • [2] A note on fair value pricing of mutual funds
    Bhargava, R
    Dubofsky, DA
    [J]. JOURNAL OF BANKING & FINANCE, 2001, 25 (02) : 339 - 354
  • [3] Effective fair pricing of international mutual funds
    Chua, Choong Tze
    Lai, Sandy
    Wu, Yangru
    [J]. JOURNAL OF BANKING & FINANCE, 2008, 32 (11) : 2307 - 2324
  • [4] Real-time pricing of mutual funds
    Gao, Hui
    Cherkassky, Vladimir
    [J]. 2006 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORK PROCEEDINGS, VOLS 1-10, 2006, : 2402 - +
  • [5] Firm valuation, abnormal earnings, and mutual funds flow
    Maher J.J.
    Brown R.M.
    Kumar R.
    [J]. Review of Quantitative Finance and Accounting, 2008, 31 (2) : 167 - 189
  • [6] Swing Pricing and Fragility in Open-End Mutual Funds
    Jin, Dunhong
    Kacperczyk, Marcin
    Kahraman, Bige
    Suntheim, Felix
    [J]. REVIEW OF FINANCIAL STUDIES, 2022, 35 (01): : 1 - 50
  • [7] Islamic mutual funds: contracts, structures, screening and pricing mechanisms
    Suleiman, Abubakar
    Uluyol, Burhan
    Toprak, Metin
    [J]. JOURNAL OF INVESTMENT STRATEGIES, 2022, 11 (03): : 1 - 42
  • [8] Incentives, discretion, and asset valuation in closed-end mutual funds
    Chandar, N
    Bricker, R
    [J]. JOURNAL OF ACCOUNTING RESEARCH, 2002, 40 (04) : 1037 - 1070
  • [9] DISCOUNTS AND PREMIUMS ON CLOSED-END MUTUAL FUNDS - STUDY IN VALUATION
    BOUDREAUX, KJ
    [J]. JOURNAL OF FINANCE, 1973, 28 (02): : 515 - 522
  • [10] Fair Value Adjusted Pricing of Mutual Funds Using Treasury Futures
    Guo, Jiequn
    [J]. JOURNAL OF INTERNATIONAL COMMERCE ECONOMICS AND POLICY, 2018, 9 (1-2)
12345