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The Effects of Incentive Compensation Contracts on the Risk and Return Performance of Commodity Trading Advisors
16 references·0 citing·39 second hop
The Effects of Incentive Compensation Contracts on the Risk and Return Performance of Commodity Trading Advisors (1993)The Effects of Incentive Compensation Con…Professionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…Performance Incentive Fees: An Agency Theoretic Approach (1987)Performance Incentive Fees: A…Managerial Incentives and Corporate Investment and Financing Decisions (1987)Managerial Incentives and Cor…Executive compensation and executive incentive problems (1987)Executive compensation and ex…Incentives, Learning, and Compensation: A Theoretical and Empirical Investigation of Managerial Labor Contracts (1986)Incentives, Learning, and Com…Executive Effort and Selection of Risky Projects (1986)Executive Effort and Selectio…Delegated portfolio management (1985)Delegated portfolio managementInvestment incentives, debt, and warrants (1984)Investment incentives, debt, …Measurement Cost and the Organization of Markets (1982)Measurement Cost and the Orga…Risk and Return in Commodity Futures (1980)Risk and Return in Commodity …INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)INFORMATIONAL ASYMMETRIES, FI…The pricing of commodity contracts (1976)The pricing of commodity cont…SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)SIMPLE CRITERIA FOR OPTIMAL P…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Facts and Fantasies about Commodity Futures (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2000)Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2003)Financing and Advising: Optimal Financial Contracts with Venture Capitalists (2003)Separation of Ownership and Control (1983)Agency Theory: An Assessment and Review (1989)Bank governance, regulation and risk taking (2008)Bank Governance, Regulation, and Risk Taking (2008)Agency Problems and the Theory of the Firm (1980)INSTRUMENTAL STAKEHOLDER THEORY: A SYNTHESIS OF ETHICS AND ECONOMICS (1995)Career Concerns of Mutual Fund Managers (1999)Testing for Asymmetric Information in Insurance Markets (2000)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)The Industrial Organization of Congress; or, Why Legislatures, Like Firms, Are Not Organized as Markets (1988)Strategizing, economizing, and economic organization (1991)The Handbook of Economic Sociology (1994)Evaluating Natural Resource Investments (1985)The Strategic and Tactical Value of Commodity Futures (2006)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION5,868 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1982Measurement Cost and the Organization of Markets986 cited
  • 1987Managerial Incentives and Corporate Investment and Financing Decisions715 cited
  • 1984Investment incentives, debt, and warrants691 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 1986Incentives, Learning, and Compensation: A Theoretical and Empirical Investigation of Managerial Labor Contracts475 cited
  • 1980Risk and Return in Commodity Futures416 cited
  • 1987Executive compensation and executive incentive problems371 cited
  • 1986Executive Effort and Selection of Risky Projects325 cited
  • 1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION322 cited
  • 1985Delegated portfolio management308 cited
  • 1987Performance Incentive Fees: An Agency Theoretic Approach289 cited

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1987
Professionally Managed, Publicly Traded Commodity Funds
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