Incentive contracts in delegated portfolio management under VaR constraint
| Year of publication: |
2012
|
|---|---|
| Authors: | Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 5, p. 1679-1686
|