How do principal-agent effects in delegated portfolio management affect asset prices?
Petter N. Kolm
| Year of publication: |
2013
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|---|---|
| Authors: | Kolm, Petter N. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 407-415
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| Subject: | Delegated Portfolio Management | Portfolio Choice | Asset Pricing | Noisy Rational Expectations Equilibrium | Portfolio-Management | Portfolio selection | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | CAPM | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239523