Moral hazard in dynamic risk management
Year of publication: |
October 2017
|
---|---|
Authors: | Cvitanić, Jakša ; Possamaï, Dylan ; Touzi, Nizar |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 10, p. 3328-3346
|
Subject: | principal-agent problem | moral hazard | risk-management | volatility/portfolio selection | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Moral Hazard | Moral hazard | Risikomanagement | Risk management |
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