Incentive contracts in delegated portfolio management under VaR constraint

✍ Scribed by Jiliang Sheng; Xiaoting Wang; Jun Yang

• Book ID: 116424517
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 326 KB
• Volume: 29
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2012.05.003