Tournaments in Mutual-Fund Families

A-Tier
Journal: The Review of Financial Studies
Year: 2008
Volume: 21
Issue: 2
Pages: 1013-1036

Authors (2)

Alexander Kempf (not in RePEc) Stefan Ruenzi (Universität Mannheim)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine intrafirm competition in the mutual-fund industry. We test the hypothesis that fund managers within mutual-fund families compete with each other in a tournament. Our empirical study of the US equity mutual-fund market shows that they adjust the risk they take depending on the relative position within their fund family. The direction of the adjustment depends on the competitive situation in that family. Risk adjustments are particularly pronounced among managers of funds with high expense ratios, which are managed by a single manager and which belong to large families. The Author 2007. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: [email protected], Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:21:y:2008:i:2:p:1013-1036
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29