The optimal interaction between a hedge fund manager and investor
Hugo Eduardo Ramirez, Paul Johnson, Peter Duck and Sydney Howell
| Year of publication: |
2018
|
|---|---|
| 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 | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Theorie | Theory | Anlageverhalten | Behavioural finance | Hedging | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2018.1506258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129178