Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective

B-Tier
Journal: Journal of Banking & Finance
Year: 2019
Volume: 105
Issue: C
Pages: 94-106

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We collect compensation policy data from 60 Chinese mutual fund companies, which cover 88% of the assets managed by all active stock and stock-oriented hybrid mutual funds in China. Using the collected data, we investigate portfolio pumping from a performance-based perspective. We find that portfolio pumping is stronger for funds ranking around critical points of performance distribution (i.e., the top one-tenth, one-fourth, one third, and half cutoffs). This finding is mainly driven by funds from companies that set these critical points to grade fund managers’ bonus levels. Our findings provide evidence of portfolio pumping motivated by performance ranking instead of the flow-performance relationship documented in prior studies.

Technical Details

RePEc Handle
repec:eee:jbfina:v:105:y:2019:i:c:p:94-106
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29