M

MacKinlay, A., 81
Macroeconomic events, 321–324
Maddala, G. S., 174n, 180
Madhavan, A., 67, 84, 91
Magri, S., 534n21, 539n
Majluf, N. S., 18
Malkiel, B. G., 248
Malloy, C., 270
Managed portfolio, 192
performance measurement of, 193, 199–202
and attribution, 204
and market timing, 202
observable information signals, 218–220
with observable portfolio weights, 220–233
Sharpe ratio of, 201
theoretical benchmarks, 194–202
Managed portfolio returns cross section of, 233–249, 234–241
performance ability absence, inference in, 234–241
Managerial expenditure function, 150
Managerial utility function, 147
Managerial utility-maximization model, 159
Manager–investor relationship, 291
Manove, M., 34
Marcus, D., 117
Marginal cost, ...

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