Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392): Difference between revisions
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Revision as of 10:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio delegation when parties have different coefficients of risk aversion |
scientific article |
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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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