Optimal contracts in portfolio delegation

DOI10.1007/s11579-016-0163-yzbMath1404.91246OpenAlexW3123156626MaRDI QIDQ317542

Yuqing Zhou, Tao Li

Publication date: 30 September 2016

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-016-0163-y

zbMATH Keywords

similarityPareto efficiencybenchmarkportfolio delegationoptimal contract

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (1)

Optimal contracts in portfolio delegation

Cites Work

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• The Theory of Moral Hazard and Unobservable Behaviour: Part I
• An Intertemporal Capital Asset Pricing Model

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