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Asymmetric contracts, cash flows and risk taking of mutual funds

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Persistent link: https://www.econbiz.de/10010419017

Incentive contracts in delegated portfolio management under VaR constraint

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How nonlinear benchmark in delegation contract can affect asset price and price informativeness

Sheng, Jiliang; Xiaoting Wang; Yang, Jun - In: Economic theory 78 (2024) 4, pp. 1117-1168

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Optimism bias and incentive contracts in portfolio delegation

Wang, Jian; Sheng, Jiliang; Yang, Jun - In: Economic modelling 33 (2013), pp. 493-499

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The effects of optimism bias in teams

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PERFORMANCE‐BASED FEE CONTRACT AND RISK‐TAKING STRATEGY IN ASSET MANAGEMENT TOURNAMENT

Sheng, Jiliang; Wang, Xiaoting; Yang, Jun; Li, Miao - In: Bulletin of Economic Research 71 (2018) 3, pp. 388-403

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Incentive contracts in delegated portfolio management under VaR constraint

Sheng, Jiliang; Wang, Xiaoting; Yang, Jun - In: Economic Modelling 29 (2012) 5, pp. 1679-1685

This paper studies the incentive effect of linear performance-adjusted contracts in delegated portfolio management under a value-at-risk (VaR) constraint. It is shown that a linear performance-based contract can provide incentives for the portfolio manager to work at acquiring private...

Persistent link: https://www.econbiz.de/10010597495

Incentive contracts in delegated portfolio management under VaR constraint

Sheng, Jiliang; Wang, Xiaoting; Yang, Jun - In: Economic modelling 29 (2012) 5, pp. 1679-1686

Persistent link: https://www.econbiz.de/10010000372

Optimism bias, portfolio delegation, and economic welfare

Wang, Jian; Xiaoting Wang; Zhuang, Xintian; Yang, Jun - In: Economics letters 150 (2017), pp. 111-113

Persistent link: https://www.econbiz.de/10011764864

Fund sentiment beta and delegated investment

Wang, Jian; Yi, Shangkun; Xiaoting Wang; Yang, Jun - In: Applied economics letters 28 (2021) 11, pp. 902-905

Persistent link: https://www.econbiz.de/10012589693