Robust risk choice under high-water mark contract
Year of publication: |
2023
|
---|---|
Authors: | Mu, Congming ; Yan, Jingzhou ; Yang, Jinqiang |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 1, p. 295-322
|
Subject: | Ambiguity aversion | Hedge funds | High-water mark | Robust risk taking | Hedgefonds | Hedge fund | Risiko | Risk | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung unter Risiko | Decision under risk |
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