High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice-Reference-Cited by-同舟云学术

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High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Westerfield Mark M.,Panageas Stavros

Publisher

Elsevier BV

Reference22 articles.

1. Do Funds-of-Funds Deserve Their Fees-on-Fees?

2. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

3. Risk Management with Benchmarking

4. Survival and growth with a liability: Optimal portfolio strategies in continuous time;Sid Browne;Mathematics of Operations Research,1997

5. Does option compensation increase managerial risk appetite?;Jennifer Carpenter;Journal of Finance,2000

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Incentive Contracts and Hedge Fund Management;Journal of Financial and Quantitative Analysis;2007-12

2. The duality of option investment strategies for hedge funds;Mathematical Programming;2007-11-13

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