Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392)

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Optimal portfolio delegation when parties have different coefficients of risk aversion
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    Optimal portfolio delegation when parties have different coefficients of risk aversion (English)
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    8 March 2006
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    principal-agent theory
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    risk sharing
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    incentive inducement
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    non-smooth and non-concave utility optimization
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    piecewise affine fee schedules
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