Optimal benchmarking for active portfolio managers
Year of publication: |
2013
|
---|---|
Authors: | Lioui, Abraham ; Poncet, Patrice |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 226.2013, 2, p. 268-276
|
Publisher: |
Elsevier |
Subject: | Benchmarking | Incentive fees | Mutual funds | Continuous time trading | Martingale approach | Principal-agent model |
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