Institutional Investor Expectations, Manager Performance, and Fund Flows

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2017
Volume: 52
Issue: 6
Pages: 2755-2777

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

Using survey data, we analyze institutional investors’ expectations about the future performance of fund managers and the impact of those expectations on asset allocation decisions. We find that institutional investors allocate funds mainly on the basis of fund managers’ past performance and of investment consultants’ recommendations, but not because they extrapolate their expectations from these. This suggests that institutional investors base their investment decisions on the most defensible variables at their disposal and supports the existence of agency considerations in their decision making.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:52:y:2017:i:06:p:2755-2777_00
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25