Portfolio optimization under convex incentive schemes
Maxim Bichuch; Stephan Sturm
| Year of publication: |
2014
|
|---|---|
| Authors: | Bichuch, Maxim ; Sturm, Stephan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 4, p. 873-915
|
| Subject: | Portfolio optimization | Fund manager's problem | Incentive scheme | Convex duality | Delegated portfolio management | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentfonds | Investment Fund | Leistungsanreiz | Performance incentive | Prinzipal-Agent-Theorie | Agency theory | Anreiz | Incentives | Mathematische Optimierung | Mathematical programming | Institutioneller Investor | Institutional investor |
| 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://www.econbiz.de/10010416186