Portfolio optimization under convex incentive schemes
Year of publication: |
2014
|
---|---|
Authors: | Bichuch, Maxim ; Sturm, Stephan |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 4, p. 873-915
|
Publisher: |
Springer |
Subject: | Portfolio optimization | Fund manager’s problem | Incentive scheme | Convex duality | Delegated portfolio management |
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