Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
Gareth W. Peters, Mantana Chudtong and Andrea De Gaetano
| Year of publication: |
2023
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| Authors: | Peters, Gareth ; Chudtong, Mantana ; De Gaetano, Andrea |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 17.2023, 2, p. 285-327
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| Subject: | Distortion Pricing | Monte Carlo | Mutual fund | Performance fee pricing | Investmentfonds | Investment Fund | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Theorie | Theory | Preismanagement | Pricing strategy | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499522000203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014320038