Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392)
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scientific article; zbMATH DE number 5009975
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| English | Optimal portfolio delegation when parties have different coefficients of risk aversion |
scientific article; zbMATH DE number 5009975 |
Statements
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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0.8117371201515198
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0.8069219589233398
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0.8034588098526001
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0.8013943433761597
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0.7927283644676208
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