Optimal portfolio delegation when parties have different coefficients of risk aversion

Quantitative Finance

Volumn 5, Issue 5, 2005, Pages 503-512

  Larsen, Kasper ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Incentive inducement; Non smooth and non concave utility optimization; Piecewise affine fee schedules; Principal agent theory; Risk sharing

Indexed keywords

EID: 33644914004     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500305204     Document Type: Article

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