Investment strategies and compensation of mean-variance optimizing fund manager
Georgios Aivaliotis; Jan Palczewski
| Year of publication: |
2014
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|---|---|
| Authors: | Aivaliotis, Georgios ; Palczewski, Jan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 561-570
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| Subject: | Mean-variance | Continuous-time stochastic control | Viscosity solutions | Investment strategy | Managerial compensation | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentfonds | Investment Fund | Führungskräfte | Managers | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358401