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- W1512492080 abstract "This article studies the portfolio selection and the contracting problems between an individual investor and a professional portfolio manager in a discrete-time principal-agent framework. Portfolio selection and optimal contracts are obtained in closed form. The optimal contract was composed with the fixed fee, the cost, and the fraction of excess expected return. The optimal portfolio is similar to the classical two-fund separation theorem." @default.
- W1512492080 created "2016-06-24" @default.
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- W1512492080 date "2009-01-01" @default.
- W1512492080 modified "2023-09-25" @default.
- W1512492080 title "Asset Allocation and Optimal Contract for Delegated Portfolio Management" @default.
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- W1512492080 doi "https://doi.org/10.1007/978-3-642-02298-2_106" @default.
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