On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives

Wei Dai, Robert C. Merton and Savina Rizova
The Journal of Alternative Investments Summer 2021, 24 (1) 10-25; DOI: https://doi.org/10.3905/jai.2021.1.135

Article Information

vol. 24 no. 1 10-25
DOI 
https://doi.org/10.3905/jai.2021.1.135
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online July 1, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Wei Dai
    1. is a senior researcher and vice president at Dimensional Fund Advisors in Singapore. (wei.dai{at}dimensional.com)
  2. Robert C. Merton
    1. is distinguished professor of Finance at MIT Sloan School of Management in Cambridge, MA. (rmerton{at}mit.edu)
  3. Savina Rizova
    1. is the head of research at Dimensional Fund Advisors in Santa Monica, CA. (savina.rizova{at}dimensional.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives
Wei Dai, Robert C. Merton, Savina Rizova
The Journal of Alternative Investments Jun 2021, 24 (1) 10-25; DOI: 10.3905/jai.2021.1.135
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