Optimal contracts in portfolio delegation
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Publication:317542
DOI10.1007/S11579-016-0163-YzbMATH Open1404.91246OpenAlexW3123156626MaRDI QIDQ317542FDOQ317542
Authors: Tao Li, Yuqing Zhou 
Publication date: 30 September 2016
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-016-0163-y
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- An Intertemporal Capital Asset Pricing Model
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- The Theory of Moral Hazard and Unobservable Behaviour: Part I
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- Contract theory in continuous-time models
- A variational problem arising in financial economics
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- Optimal contracts in portfolio delegation
- Optimal portfolio delegation when parties have different coefficients of risk aversion
- Optimal contracts in continuous-time models
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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