Portfolio management with benchmark related incentives under mean reverting processes
Marco Nicolosi, Flavio Angelini, Stefano Herzel
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Nicolosi, Marco ; Angelini, Flavio ; Herzel, Stefano |
| Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 373-394
|
| Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2535-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897191