On relative performance, remuneration and risk taking of asset managers

DOI10.1007/s10436-018-0324-5zbMath1418.91450OpenAlexW2801725004MaRDI QIDQ1630431

Gaetano La Bua, Daniele Marazzina, Emilio Basrucci

Publication date: 10 December 2018

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11311/1056259

zbMATH Keywords

portfoliorelative performanceasset managerremuneration

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items

Optimal strategies with option compensation under mean reverting returns or volatilities, Optimal investment strategies with a minimum performance constraint

Cites Work

• Portfolio management with benchmark related incentives under mean reverting processes
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