Incentive contracts in delegated portfolio management under VaR constraint
Jiliang Sheng; Xiaoting Wang; Jun Yang
| Year of publication: |
2012
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|---|---|
| Authors: | Sheng, Jiliang ; Xiaoting Wang ; Yang, Jun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 5, p. 1679-1685
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| Subject: | VaR constraint | Incentive contract | Delegated portfolio management | Private information | Portfolio-Management | Portfolio selection | Leistungsanreiz | Performance incentive | Prinzipal-Agent-Theorie | Agency theory | Risikomaß | Risk measure | Institutioneller Investor | Institutional investor | Asymmetrische Information | Asymmetric information | Vertragstheorie | Contract theory |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10009667129