Optimal effort under high-water mark contracts
Li Zhao, Wenli Huang, Shusong Ba
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Zhao, Li ; Huang, Wenli ; Ba, Shusong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 68.2018, p. 599-610
|
| Subject: | Hedge fund | Manager's effort | Alpha | Liquidation risk | High-water mark | Hedgefonds | Portfolio-Management | Portfolio selection | Hedging | Investmentfonds | Investment Fund | Vertragstheorie | Contract theory | Führungskräfte | Managers | Leistungsanreiz | Performance incentive |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.03.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011936152