The principal-agent problem, tracking error, and the optimal investment portfolio
Year of publication: |
2015
|
---|---|
Authors: | Boynton, Wenworth ; Blosick, Gregry ; Rainish, Robert F. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 1/3, p. 239-246
|
Subject: | tracking error | principal-agent problem | Fama and French assets | Prinzipal-Agent-Theorie | Agency theory | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistischer Fehler | Statistical error |
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