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~person:"Yang, Jun"
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Yang, Jun
Cumming, Douglas J.
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Incentive contracts in
delegated
portfolio
management
under VaR constraint
Sheng, Jiliang
;
Wang, Xiaoting
;
Yang, Jun
- In:
Economic Modelling
29
(
2012
)
5
,
pp. 1679-1685
This paper studies the incentive effect of linear performance-adjusted contracts in
delegated
portfolio
management
…
Persistent link: https://www.econbiz.de/10010597495
Saved in:
2
Incentive contracts in
delegated
portfolio
management
under VaR constraint
Sheng, Jiliang
;
Xiaoting Wang
;
Yang, Jun
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1679-1685
Persistent link: https://www.econbiz.de/10009667129
Saved in:
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