Delegated portfolio management, optimal fee contracts, and asset prices

DOI10.1016/J.JET.2016.05.002zbMath1371.91166OpenAlexW3125573936MaRDI QIDQ308635

Yuki Sato

Publication date: 6 September 2016

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/notice/serval:BIB_F7F6C0F757D4

zbMATH Keywords

asset pricesfund returnfund sizeoptimal feeportfolio delegationprice volatility

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Investment horizons and asset prices under asymmetric information
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Smart Money, Noise Trading and Stock Price Behaviour
• Churning Bubbles
• A Model of Intertemporal Asset Prices Under Asymmetric Information

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