Delegated portfolio management and optimal allocation of portfolio managers
Year of publication: |
2015
|
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Authors: | Christensen, Michael ; Vansgaard Christensen, Michael ; Gamskjaer, Ken |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 19/21, p. 2142-2153
|
Subject: | delegated portfolio management | mean-variance | optimization | estimation error | Portfolio-Management | Portfolio selection | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Investmentfonds | Investment Fund |
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