Dynamic contracting in asset management under the investor-partner-manager relationship

DOI10.1287/opre.2021.0031MaRDI QIDQ6580501

Ruiting Zuo, Nizar Touzi, Jussi Keppo

Publication date: 29 July 2024

Published in: Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controlprincipal-agent modelmoral hazardfinancial engineering

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

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