Delegated portfolio management, optimal fee contracts, and asset prices
From MaRDI portal
Publication:308635
DOI10.1016/J.JET.2016.05.002zbMATH Open1371.91166OpenAlexW3125573936MaRDI QIDQ308635FDOQ308635
Authors: Yuki Sato 
Publication date: 6 September 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/notice/serval:BIB_F7F6C0F757D4
Recommendations
- Impact of two types of asymmetry on asset prices in delegated portfolio management
- Equilibrium implications of delegated asset management under benchmarking
- Institutionalization, delegation, and asset prices
- Delegated dynamic portfolio management under mean-variance preferences
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
Cites Work
- Churning Bubbles
- Smart Money, Noise Trading and Stock Price Behaviour
- The Present-Value Relation: Tests Based on Implied Variance Bounds
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
- Investment horizons and asset prices under asymmetric information
Cited In (6)
- Delegated dynamic portfolio management under mean-variance preferences
- Agency-based asset pricing
- Performance evaluation and financial market runs
- Institutionalization, delegation, and asset prices
- Impact of two types of asymmetry on asset prices in delegated portfolio management
- Equilibrium implications of delegated asset management under benchmarking
This page was built for publication: Delegated portfolio management, optimal fee contracts, and asset prices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q308635)
