Optimal contracts and asset prices in a continuous-time delegated portfolio management problem (Q2691317)
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English | Optimal contracts and asset prices in a continuous-time delegated portfolio management problem |
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Optimal contracts and asset prices in a continuous-time delegated portfolio management problem (English)
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29 March 2023
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optimal contracts
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asset-management
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dynamic programming principle
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principal-agent problem
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moral hazard
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