Asymmetric contracts, cash flows and risk taking of mutual funds
Year of publication: |
2014
|
---|---|
Authors: | Sheng, Jiliang ; Wang, Jian ; Xiaoting Wang ; Yang, Jun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 436-442
|
Subject: | Delegation contract | Cash flow | Asymmetry | Risk-taking | Cash Flow | Investmentfonds | Investment Fund | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Risikopräferenz | Risk attitude | Asymmetrische Information | Asymmetric information | Vertrag | Contract | Kapitalflussrechnung | Cash flow statement | Risiko | Risk | Portfolio-Management | Portfolio selection |
-
Mutual fund style drift measured using higher moments and its cash flow incentive
Chen, Qi, (2025)
-
Mutual fund tournaments : state-dependent risk taking with transaction costs
Zhao, Lu, (2024)
-
Schmielewski, Frank, (2015)
- More ...
-
Incentive contracts in delegated portfolio management under VaR constraint
Sheng, Jiliang, (2012)
-
How nonlinear benchmark in delegation contract can affect asset price and price informativeness
Sheng, Jiliang, (2024)
-
Optimism bias and incentive contracts in portfolio delegation
Wang, Jian, (2013)
- More ...