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Implicit incentives for fund managers with partial information |
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| Authors: | Angelini Flavio Colaneri Katia Herzel Stefano Nicolosi Marco |
| Affiliation: | 1.University of Perugia, Via A. Pascoli 20, 06123, Perugia, Italy ;2.University of Rome, Tor Vergata, Via Columbia 2, 00133, Rome, Italy ; |
| Abstract: | Computational Management Science - We study the optimal asset allocation problem for a fund manager whose compensation depends on the performance of her portfolio with respect to a benchmark. The... |
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