Are fund managers incentivised to ignore stock market jumps?
Year of publication: |
2023
|
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Authors: | Chondrogiannis, Ilias ; Freeman, Mark ; Vivian, Andrew |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 15, p. 1793-1823
|
Subject: | clawbacks | jump diffusion | Manager incentives | portfolio optimisation | risk management | tail risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Theorie | Theory | Aktienmarkt | Stock market | Risikomaß | Risk measure | Investmentfonds | Investment Fund | Führungskräfte | Managers |
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