Asset pricing under optimal contracts
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Cites work
- A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS
- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Delegated portfolio management
- Optimal benchmarking for active portfolio managers
- Optimal risk-sharing with effort and project choice
Cited in
(21)- Contracting to compete for flows
- Optimal and robust contracts for a risk-constrained principal
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic
- Agency-based asset pricing
- Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
- scientific article; zbMATH DE number 7295776 (Why is no real title available?)
- Polyperiod optimal incentive contract in capital market under the condition of overconfidence
- Estimation Risk and Incentive Contracts for Portfolio Managers
- Optimal contract for a fund manager with capital injections and endogenous trading constraints
- Performance fees with stochastic benchmark
- Principal-agent contracts based on sentiment of money manager
- Optimal asset management contracts with hidden savings
- Optimal fund menus
- Principal-agent problem with multiple principals
- Continuous-time incentives in hierarchies
- Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
- Dynamic contracting in asset management under the investor-partner-manager relationship
- How nonlinear benchmark in delegation contract can affect asset price and price informativeness
- A note on persistent private information
- A new approach to principal-agent problems with volatility control
- Randomisation with moral hazard: a path to existence of optimal contracts
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