Browsing by Author "Scotti, Massimo"

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Browsing by Author "Scotti, Massimo"

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  • Scotti, Massimo (Financial Management Association, 2010)
    The paper analyzes the e?ects of career concerns of portfolio managers on their incentives to trade in a order-driven market. We show that career concerns lead portfolio managers to trade even whithout valuable informa- ...
  • Scotti, Massimo (World Scientific Publishing Co, 2011)
    This paper analyzes a version of the static Kyle?s (1985) model of insider trading where both the distribution of the liquidation value of the risky asset and the distribution of the order flow of noise traders are discrete. ...
  • Scotti, Massimo; Gray, Jack; Professor Ronald Geoffrey Bird, Ronald (International Centre for Pension Management, 2013)
    Half a century of analysis has yet to fully answer why investors place such a large proportion of their funds with active equity managers, given the discouraging evidence on the latter's ability to add net value. From the ...