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Portfolio delegation under short-selling constraints. (2003). Sharma, Tridib ; Gomez, Juan-Pedro.
In: Economics Working Papers.
RePEc:upf:upfgen:695.

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  2. The effects of optimism bias in teams. (2014). Zhuang, Xintian ; Yang, Jun ; Sheng, Jiliang ; Wang, Jian.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:32:p:3980-3994.

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  3. Le conflit dagence dans la gestion déléguée de portefeuille : une revue de littérature. (2008). Bellando, Raphaëlle.
    In: Revue d'économie politique.
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References

References cited by this document

  1. Admati, A. and P. Pfleiderer (1997), Does it all add up? Benchmarks and the compensation of active managers, Journal of Business 70, 323-351.

  2. Almazan, A., M. Carlson, K. Brown and D. A. Chapman (2001), Why to Constrain your Mutual fund Manager?,Working Paper, University of Texas at Austin.

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  6. Das S.R. and R. Sundaram (1998), On the Regulation of Fee Structures in Mutual Funds, Working paper.

  7. Das S.R. and Sundaram (1999), Fee Speech: Signalling and the Regulation of Mutual Fund Fees, Working paper.

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  9. Elton E., M. Gruber and C. R. Blake (2001) Incentive Fees and Mutual Funds, Working Paper.
    Paper not yet in RePEc: Add citation now
  10. Goetzmann, W.N., J. Ingersoll and S.A. Ross (1998) High Water Marks, Working paper, Yale School of Management.

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  12. Grinblatt M. and S. Titman (1989) Adverse Risk Incentives and the Design of Performance-Based Contracts, Management Science 35 (7), 807-822.

  13. Gruber M.J. (1996) Another Puzzle: The Growth in Actively Managed Mutual Funds, Journal of Finance 51 (3), 783-810.
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  14. Haugen R. and W.M. Taylor (1987) An Optimal-incentive Contract for Managers with Exponential Utility, Managerial and Decision Economics 8, 87-91.
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  18. Notice that in our model short-selling bounds need not to be actually binding ex-post. Chevalier, J. and G. Ellison (1997), Risk Taking by Mutual Funds as a Response to Incentives, Journal of Political Economy 105, 1167-1200.

  19. Ou-Yang, H. (1999) Optimal Contracts in a Continuous-time Delegated Portfolio Management Problem, Working paper.

  20. Sirri, E. and P. Tufano (1992) The Demand for Mutual Fund Services by Individual Investors, Working paper, Harvard University.
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  21. Starks, L. (1987) Performance Incentives Fees: An Agency Theoretic Approach, Journal of Financial and Quantitative Analysis 22 (1), 17-32.

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