Similar Search Results

Noise trading, delegated portfolio management, and economic welfare

Dow, James; Gorton, Gary - 1994

Persistent link: https://www.econbiz.de/10000895558

Uncertainty aversion and the optimal choice of portfolio

Dow, James; Werlang, Sérgio Ribeiro da Costa - 1988 - Rev

Persistent link: https://www.econbiz.de/10000783085

Noise trading, delegated portfolio management, and economic welfare

Dow, James - In: Journal of political economy 105 (1997) 5, pp. 1024-1050

Persistent link: https://www.econbiz.de/10001228769

Uncertainty aversion, risk aversion, and the optimal choice of portfolio

Dow, James - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 197-204

Persistent link: https://www.econbiz.de/10001121802

Noise trading, delegated portfolio management, and economic welfare

Dow, James; Gorton, Gary - 1994

Persistent link: https://www.econbiz.de/10000904976

Noise Trading, Delegated Portfolio Management, and Economic Welfare

Dow, James - 1994

We consider a model of the stock market with delegated portfolio management. All agents are rational: some trade for hedging reasons, some investors optimally contract with portfolio managers who may have stock-picking abilities, and portfolio managers trade optimally given the incentives...

Persistent link: https://www.econbiz.de/10012474053

Noise Trading, Delegated Portfolio Management, and Economic Welfare

Dow, James; Gorton, Gary - 2022

Persistent link: https://www.econbiz.de/10013324465

Noise trading, delegated portfolio management, and economic welfare

Dow, James - 1994

Persistent link: https://www.econbiz.de/10013444332