Management compensation and market timing under portfolio constraints

DOI10.1016/j.jedc.2012.05.006zbMath1345.91080OpenAlexW2069013228MaRDI QIDQ311009

Richard Priestley, Juan-Pedro Gómez, Vikas Agarwal

Publication date: 28 September 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/93744

zbMATH Keywords

benchmarkingportfolio constraintsincentive feemarket timing

Mathematics Subject Classification ID

Cites Work

• Active portfolio management with benchmarking: adding a value-at-risk constraint
• Delegated portfolio management
• Portfolio delegation under short-selling constraints
• Risk Management with Benchmarking
• Information Acquisition and Under-Diversification

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