Dynamic contracting in asset management under the investor-partner-manager relationship
Jussi Keppo, Nizar Touzi, Ruiting Zuo
| Year of publication: |
2024
|
|---|---|
| Authors: | Keppo, Jussi ; Touzi, Nizar ; Zuo, Ruiting |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 3, p. 903-915
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| Subject: | Financial Engineering | moral hazard | principal-agent model | stochastic optimal control | Moral Hazard | Moral hazard | Prinzipal-Agent-Theorie | Agency theory | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Financial engineering | Vertragstheorie | Contract theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.0031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014556839