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Incentive and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas
Hedge find managers are subject to several nonliniear incentives: performance fee options (call); equity investors' redemption options (put); and prime broker contracts allowing for forced deleverage (put). .Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6906 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : The American Finance Asosiation |
|---|---|
| Edisi | - |
| Subjek | empirical analysis Structural Model and the Managers Investment Probl Estimation Methodology Learning from simulated Economy Data and Bechmark Assets Discussion and Conclusion. |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |