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Volumn 42, Issue 4, 2007, Pages 811-826

Incentive contracts and hedge fund management

Author keywords

[No Author keywords available]

Indexed keywords


EID: 37849043923     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003409     Document Type: Article
Times cited : (101)

References (15)
  • 1
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    • Optimal Asset Allocation and Risk Shifting in Money Management
    • 20 2007
    • Basak, S.; A. Pavlova; and A- Shapiro. "Optimal Asset Allocation and Risk Shifting in Money Management." Review of Financial Studies, 20 (2007), 1583-1621.
    • Review of Financial Studies , pp. 1583-1621
    • Basak, S.1    Pavlova, A.2    Shapiro, A.3
  • 2
    • 0011065327 scopus 로고    scopus 로고
    • Offshore Hedge Funds: Survival and Performance, 1989-95
    • Brown, S. J.; W. N. Goetzmann; and R. G. Ibbotson. "Offshore Hedge Funds: Survival and Performance, 1989-95." Journal of Business, 72 (1999), 99-117.
    • (1999) Journal of Business , vol.72 , pp. 99-117
    • Brown, S.J.1    Goetzmann, W.N.2    Ibbotson, R.G.3
  • 3
    • 0013389149 scopus 로고    scopus 로고
    • Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
    • Brown, S. J.; W. N. Goetzmann; and J. Park. "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry." Journal of Finance, 61 (2001), 1869-1886.
    • (2001) Journal of Finance , vol.61 , pp. 1869-1886
    • Brown, S.J.1    Goetzmann, W.N.2    Park, J.3
  • 4
    • 0040141569 scopus 로고    scopus 로고
    • Does Option Compensation Increase Managerial Risk Appetite?
    • Carpenter, J. N. "Does Option Compensation Increase Managerial Risk Appetite?" Journal of Finance, 55 (2000), 2311-2331.
    • (2000) Journal of Finance , vol.55 , pp. 2311-2331
    • Carpenter, J.N.1
  • 6
    • 33847353292 scopus 로고    scopus 로고
    • Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations
    • Getmansky, M.; A. W. Lo; and S. X. Mei. "Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations." Journal of Investment Management, 2 (2004), 6-38.
    • (2004) Journal of Investment Management , vol.2 , pp. 6-38
    • Getmansky, M.1    Lo, A.W.2    Mei, S.X.3
  • 7
    • 0142157061 scopus 로고    scopus 로고
    • High-Water Marks and Hedge Fund Management Contracts
    • Goetzmann, W. N.; J. E. Ingersoll, Jr.; and S. A. Ross. "High-Water Marks and Hedge Fund Management Contracts." Journal of Finance, 58 (2003), 1685-1717.
    • (2003) Journal of Finance , vol.58 , pp. 1685-1717
    • Goetzmann, W.N.1    Ingersoll Jr., J.E.2    Ross, S.A.3
  • 11
    • 0011392343 scopus 로고
    • Portfolio Selection: Efficient Diversification of Investments
    • New York: Wiley , reprinted by Blackwell 1991
    • Markowitz, H. Portfolio Selection: Efficient Diversification of Investments. Cowles Foundation Monograph #16. New York: Wiley (1959) (reprinted by Blackwell 1991).
    • (1959) Cowles Foundation Monograph , vol.16
    • Markowitz, H.1
  • 12
    • 0000314740 scopus 로고
    • Lifetime Portfolio Selection under Uncertainty: The Continuous Time Case
    • Merton, R. "Lifetime Portfolio Selection under Uncertainty: The Continuous Time Case." Review of Economics and Statistics, 51 (1969), 247-257.
    • (1969) Review of Economics and Statistics , vol.51 , pp. 247-257
    • Merton, R.1
  • 13
    • 0000792387 scopus 로고
    • Optimal Multiperiod Portfolio Policies
    • Mossin, J. "Optimal Multiperiod Portfolio Policies." Journal of Business, 41 (1968), 215-229.
    • (1968) Journal of Business , vol.41 , pp. 215-229
    • Mossin, J.1
  • 14
    • 37849023734 scopus 로고    scopus 로고
    • High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons and Portfolio Choice
    • forthcoming
    • Panageas, S. and M. M. Westerfield. "High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons and Portfolio Choice." Journal of Finance (forthcoming 2008).
    • (2008) Journal of Finance
    • Panageas, S.1    Westerfield, M.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.