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Delegated portfolio management, optimal fee contracts, and asset prices.

Yuki Sato
Published in: J. Econ. Theory (2016)
Keyphrases
  • portfolio management
  • asset allocation
  • transaction costs
  • portfolio optimization
  • optimal solution
  • optimal portfolio
  • sharpe ratio
  • portfolio selection
  • supply chain
  • factor analysis
  • financial markets
  • expected profit