Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Perspectives of Risk Sharing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Analysis of the Principal-Agent Problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon / rank | |||
Normal rank | |||
Latest revision as of 11:50, 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)
0 references
8 March 2006
0 references
principal-agent theory
0 references
risk sharing
0 references
incentive inducement
0 references
non-smooth and non-concave utility optimization
0 references
piecewise affine fee schedules
0 references
