Robust risk choice under high-water mark contract
Congming Mu, Jingzhou Yan, Jinqiang Yang
| Year of publication: |
2023
|
|---|---|
| Authors: | Mu, Congming ; Yan, Jingzhou ; Yang, Jinqiang |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 1, p. 295-322
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| Subject: | Ambiguity aversion | Hedge funds | High-water mark | Robust risk taking | Hedgefonds | Hedge fund | Risiko | Risk | Theorie | Theory | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikopräferenz | Risk attitude | Entscheidung unter Risiko | Decision under risk | Prinzipal-Agent-Theorie | Agency theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01152-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342032