ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS

DOI10.1111/mafi.12087zbMath1414.91339arXiv1306.2751OpenAlexW3122649518MaRDI QIDQ2968272

Hao Xing, Paolo Guasoni, Johannes Muhle-Karbe

Publication date: 13 March 2017

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.2751

zbMATH Keywords

incentivesrisk averseexecutive compensationrobust portfoliosisoelastic portfolioslong run investments

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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