Journal of Mathematical Finance

Vol.3 No.4(2013), Paper ID 38142, 9 pages

DOI:10.4236/jmf.2013.34042

 

How Do Principal-Agent Effects in Delegated Portfolio Management Affect Asset Prices?

 

Petter N. Kolm

 

Courant Institute of Mathematical Sciences, New York University, New York, USA

 

Copyright © 2013 Petter N. Kolm et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

P. Kolm, "How Do Principal-Agent Effects in Delegated Portfolio Management Affect Asset Prices?," Journal of Mathematical Finance, Vol. 3 No. 4, 2013, pp. 407-415. doi: 10.4236/jmf.2013.34042.
Journals Menu
Follow SCIRP
Contact us
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2026 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.