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Cites work
- scientific article; zbMATH DE number 1183917 (Why is no real title available?)
- scientific article; zbMATH DE number 835835 (Why is no real title available?)
- A variational problem arising in economics
- A variational problem arising in financial economics
- An Intertemporal Capital Asset Pricing Model
- Contract theory in continuous-time models
- Optimal contracts in continuous-time models
- Optimal contracts in portfolio delegation
- Optimal portfolio delegation when parties have different coefficients of risk aversion
- Optimal risk-sharing with effort and project choice
- Optimum consumption and portfolio rules in a continuous-time model
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
Cited in
(12)- Optimal portfolio delegation when parties have different coefficients of risk aversion
- Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
- Optimal asset management contracts with hidden savings
- Estimation Risk and Incentive Contracts for Portfolio Managers
- Optimal contracts in portfolio delegation
- Optimal contract for a fund manager with capital injections and endogenous trading constraints
- Optimal fund menus
- Delegated portfolio management
- Optimal contract for delegated portfolio management with moral hazard
- Asset pricing under optimal contracts
- Optimal risk-sharing with effort and project choice
- Portfolio delegation under short-selling constraints
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