Asset pricing based on PBF in delegated portfolio management

被引：0
|
作者：
Sheng, Jiliang [1 ]
机构：
[1] School of Information Technology, Jiangxi University of Finance and Economics, Nanchang 330013, China
来源：
Journal of Information and Computational Science | 2009年 / 6卷 / 01期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：507 / 515
相关论文
共 50 条
  • [1] Asset Allocation and Optimal Contract for Delegated Portfolio Management
    Liu, Jingjun
    Liang, Jianfeng
    [J]. CUTTING-EDGE RESEARCH TOPICS ON MULTIPLE CRITERIA DECISION MAKING, PROCEEDINGS, 2009, 35 : 713 - 720
  • [2] Delegated portfolio management, optimal fee contracts, and asset prices
    Sato, Yuki
    [J]. JOURNAL OF ECONOMIC THEORY, 2016, 165 : 360 - 389
  • [3] DELEGATED PORTFOLIO MANAGEMENT
    BHATTACHARYA, S
    PFLEIDERER, P
    [J]. JOURNAL OF ECONOMIC THEORY, 1985, 36 (01) : 1 - 25
  • [4] Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation
    Maug, Ernst
    Naik, Narayan
    [J]. QUARTERLY JOURNAL OF FINANCE, 2011, 1 (02) : 265 - 292
  • [5] Delegated portfolio management and diversification
    Christensen, Michael
    Christensen, Michael Vangsgaard
    Gamskjaer, Ken
    [J]. APPLIED ECONOMICS LETTERS, 2016, 23 (04) : 255 - 258
  • [6] Overconfidence and delegated portfolio management
    Palomino, Frederic
    Sadrieh, Abdolkarim
    [J]. JOURNAL OF FINANCIAL INTERMEDIATION, 2011, 20 (02) : 159 - 177
  • [7] Studying effect of PBF contract on asset pricing
    Sheng, Jiliang
    [J]. PROCEEDINGS OF THE 2007 CONFERENCE ON SYSTEMS SCIENCE, MANAGEMENT SCIENCE AND SYSTEM DYNAMICS: SUSTAINABLE DEVELOPMENT AND COMPLEX SYSTEMS, VOLS 1-10, 2007, : 1751 - 1756
  • [8] OPTIMAL CONTRACTS AND ASSET PRICES IN A CONTINUOUS-TIME DELEGATED PORTFOLIO MANAGEMENT PROBLEM
    Dou, Zheng
    Lai, Shaoyong
    [J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2023, 19 (05) : 3186 - 3216
  • [9] The optimal contract of delegated portfolio management based on benchmark
    Sheng, Jiliang
    [J]. PROCEEDINGS OF 2007 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, 2007, : 320 - 324
  • [10] A delegated-agent asset-pricing model
    Cornell, B
    Roll, R
    [J]. FINANCIAL ANALYSTS JOURNAL, 2005, 61 (01) : 57 - 69
12345