Reward schemes

DOI10.1016/j.geb.2017.10.019zbMath1393.91106OpenAlexW4233006892MaRDI QIDQ1691347

David Lagziel, Ehud Lehrer

Publication date: 16 January 2018

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2017.10.019

zbMATH Keywords

market designportfolio managementinvestment gameinvestment firmsoptimal reward schemesoptimal-strategy equilibriumreward schemes

Mathematics Subject Classification ID

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Cites Work

• Information aggregation in financial markets with career concerns
• Delegated portfolio management
• Calibrated Incentive Contracts
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Gaming Performance Fees By Portfolio Managers
• A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES