Optimal asset management contracts with hidden savings

DOI10.3982/ECTA14929zbMATH Open1475.91326OpenAlexW3157096391MaRDI QIDQ5860132FDOQ5860132

Authors: Sebastian di Tella, Yuliy Sannikov 

Publication date: 18 November 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta14929

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zbMATH Keywords

precautionary savingsdynamic contractshidden savings

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (7)

• Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
• Dynamic contracting in asset management under the investor-partner-manager relationship
• Rights to retrade, free-riding and insurance requirement
• Risk aversion with nothing to lose
• Optimal development policies with financial frictions
• Asset pricing under optimal contracts
• Relational contracts: public versus private savings

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