Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?
| Year of publication: |
2008
|
|---|---|
| Authors: | Kraft, Holger ; Korn, Ralf |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 22.2008, 1, p. 67-90
|
| Publisher: |
Springer |
| Subject: | Delegated portfolio decision | Merton’s portfolio problem | Principal-agent theory | Quadratic contract | Exchange option | Growth optimal portfolio |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005722891