Esquemas de Incentivos y Carteras de Inversión Innovadoras
En el contexto de la administración delegada de carteras de inversión, este artículo caracteriza las propiedades que el esquema de compensación debe poseer para incentivar la selección de portafolios con alto riesgo y alto retorno esperado. En particular, se proporcionan condiciones que permiten esquemas remunerativos no-monótonos que premian resultados extremos y castigan resultados moderados.
Volume (Year): 37 (2010)
Issue (Month): 1 Year 2010 (June)
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