Optimal Decentralized Investment Management
- 19 July 2008
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 63 (4) , 1849-1895
- https://doi.org/10.1111/j.1540-6261.2008.01376.x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 46 references indexed in Scilit:
- Offsetting the Implicit Incentives: Benefits of Benchmarking in Money ManagementSSRN Electronic Journal, 2007
- Predictive Regressions: A Present-Value ApproachSSRN Electronic Journal, 2007
- Stock Return Predictability: Is it There?The Review of Financial Studies, 2006
- Efficient tests of stock return predictability☆Journal of Financial Economics, 2006
- Portfolio choice with endogenous utility: a large deviations approachJournal of Econometrics, 2003
- On estimating the expected return on the market: An exploratory investigationPublished by Elsevier ,2002
- Does Option Compensation Increase Managerial Risk Appetite?The Journal of Finance, 2000
- Investing for the Long Run when Returns Are PredictableThe Journal of Finance, 2000
- Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmarkFinance and Stochastics, 1999
- Risk Vulnerability and the Tempering Effect of Background RiskEconometrica, 1996