The optimal interaction between a hedge fund manager and investor
Year of publication: |
2018
|
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Authors: | Ramirez, Hugo Eduardo ; Johnson, Paul ; Duck, Peter ; Howell, Sydney D. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 25.2018, 5/6, p. 483-510
|
Subject: | finite differences | Hedge funds | investor’s participation | portfolio optimization | stochastic control | strategic decisions | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Hedging | Anlageverhalten | Behavioural finance |
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