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- Publications
- Influence
Why Constrain Your Mutual Fund Manager?
- A. Almazán, Keith C. Brown, M. Carlson, D. A. Chapman
- 18 December 2002
We examine the form, adoption rates, and economic rationale for the investment restrictions found in the contracts between mutual fund investors and managers. Based on a sample of U.S. domestic… Expand
Is the Short Rate Drift Actually Nonlinear?
- D. A. Chapman, N. D. Pearson
- 26 October 1998
Virtually all existing continuous-time, single-factor term structure models are based on a short rate process that has a linear drift function. However, there is no strong a priori argument in favor… Expand