ESTIMATION RISK AND INCENTIVE CONTRACTS FOR PORTFOLIO MANAGERS

被引：27

作者：

COHEN, SI ^{[1
]}

STARKS, LT ^{[1
]}

机构：

[1] UNIV TEXAS,DEPT FINANCE,AUSTIN,TX 78712

来源：

MANAGEMENT SCIENCE | 1988年 / 34卷 / 09期

关键词：

D O I：

10.1287/mnsc.34.9.1067

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1067 / 1079

页数：13

共 15 条

[1] DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT [J].

BARRY, CB ;

BROWN, SJ .

JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (02) :283-294

[2] DIFFERENTIAL INFORMATION AND SECURITY MARKET EQUILIBRIUM [J].

BARRY, CB ;

BROWN, SJ .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (04) :407-422

[3]

FAMA E, 1978, J FINANCE MAR, P29

[4]

FARRAR D. E, 1962, INVESTMENT DECISION

[5]

HARRIS M, 1978, AM EC REV MAR, P20

[6] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS [J].

JENSEN, MC .

JOURNAL OF BUSINESS, 1969, 42 (02) :167-247

[7] THEORY OF FIRM - MANAGERIAL BEHAVIOR, AGENCY COSTS AND OWNERSHIP STRUCTURE [J].

JENSEN, MC ;

MECKLING, WH .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) :305-360

[8]

RADCLIFFE R, 1987, INVESTMENT CONCEPTS

[9]

ROSS SA, 1979, AM ECON REV, V69, P308

[10] RISK SHARING AND INCENTIVES IN THE PRINCIPAL AND AGENT RELATIONSHIP [J].

SHAVELL, S .

BELL JOURNAL OF ECONOMICS, 1979, 10 (01) :55-73

← 1 2 →