Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/14697680500305204 / rank | |||
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| Property / OpenAlex ID: W1974924312 / rank | |||
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| Property / cites work: Perspectives of Risk Sharing / rank | |||
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| Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank | |||
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| Property / cites work: An Analysis of the Principal-Agent Problem / rank | |||
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| Property / cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon / rank | |||
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Latest revision as of 10:50, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio delegation when parties have different coefficients of risk aversion |
scientific article |
Statements
Optimal portfolio delegation when parties have different coefficients of risk aversion (English)
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8 March 2006
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principal-agent theory
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risk sharing
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incentive inducement
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non-smooth and non-concave utility optimization
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piecewise affine fee schedules
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