Optimal investment under high-water mark contracts with model ambiguity
Ying Wang, Weixing Wu, Wenli Huang, Wenqiong Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Ying ; Wu, Wei-xing ; Huang, Wenli ; Liu, Wenqiong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-14
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| Subject: | Ambiguity | Hedge fund | High-water mark (HWM) | Portfolio strategy | Portfolio-Management | Portfolio selection | Hedgefonds | Hedging | Entscheidung unter Unsicherheit | Decision under uncertainty | Investmentfonds | Investment Fund | Vertragstheorie | Contract theory | Prinzipal-Agent-Theorie | Agency theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101996 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486270