A model of delegation with a VaR constraint
Rui Guo, Ying Jiang, Ao Li, Zhigang Qiu, Hefei Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Guo, Rui ; Jiang, Ying ; Li, Ao ; Qiu, Zhigang ; Wang, Hefei |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-14
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| Subject: | Contagion | Delegated portfolio management | VaR constraint | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | VAR-Modell | VAR model | Prinzipal-Agent-Theorie | Agency theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101895 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580445