Asset pricing under optimal contracts
From MaRDI portal
Recommendations
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
(18)- Optimal and robust contracts for a risk-constrained principal
- Polyperiod optimal incentive contract in capital market under the condition of overconfidence
- Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
- Continuous-time incentives in hierarchies
- Dynamic contracting in asset management under the investor-partner-manager relationship
- Principal-agent contracts based on sentiment of money manager
- Agency-based asset pricing
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic
- Principal-agent problem with multiple principals
- Performance fees with stochastic benchmark
- Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
- Optimal asset management contracts with hidden savings
- Estimation Risk and Incentive Contracts for Portfolio Managers
- scientific article; zbMATH DE number 7295776 (Why is no real title available?)
- Optimal contract for a fund manager with capital injections and endogenous trading constraints
- Optimal fund menus
- How nonlinear benchmark in delegation contract can affect asset price and price informativeness
- Contracting to compete for flows
This page was built for publication: Asset pricing under optimal contracts
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1693186)
