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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
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Portfolio performance on agency mechanism with capability of manager
Yang, Haijun; Xia, Wei; Fu, Jian - In: Theoretical economics letters 8 (2018) 1, pp. 28-47
Persistent link: https://www.econbiz.de/10011842063
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Essays on financial economics and macroeconomics
Agarwal, Ruchir - 2012
Persistent link: https://www.econbiz.de/10011815547
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Delegated learning and contract commonality in asset management
Sockin, Michael; Xiaolan, Mindy Zhang - In: Review of finance : journal of the European Finance … 27 (2023) 6, pp. 1931-1975
Persistent link: https://www.econbiz.de/10014445758
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Optimal carried interest : adverse selection in Islamic and conventional venture capital and private-equity funds
Mehri, Meryem; Hassan, M. Kabir; Jouaber-Snoussi, Kaouther - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1458-1476
Persistent link: https://www.econbiz.de/10011823799
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Evidence of moral hazard in employee performance : an empirical analysis of contract theory
Panicker, Preetha G.; Amudha, R. - In: World review of entrepreneurship, management and … 19 (2023) 1/2, pp. 136-147
Persistent link: https://www.econbiz.de/10013477618
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Delegated portfolio management and risk-taking behavior
Fernandes, José Luiz; Peña, Juan Ignacio; Tabak, … - In: The European journal of finance 16 (2010) 3/4, pp. 353-372
Persistent link: https://www.econbiz.de/10003996409
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Algorithm Aversion in Delegated Investing
Germann, Maximilian - 2020
The tendency of humans to shy away from using algorithms - even when algorithms observably outperform their human counterpart - has been referred to as algorithm aversion. We conduct an experiment to test for algorithm aversion in financial decision making. Participants acting as investors can...
Persistent link: https://www.econbiz.de/10012849660
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Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele; Caporin, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011632577
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Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Vitale, Paolo - In: Computational economics 49 (2017) 1, pp. 17-65
Persistent link: https://www.econbiz.de/10011751813