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Search: subject:"High-water mark"
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Hedge fund
14
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13
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13
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12
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10
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10
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10
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Entscheidung unter Unsicherheit
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4
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4
High-water mark (HWM)
4
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4
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3
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20
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6
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Yang, Jinqiang
5
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4
Mu, Congming
4
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4
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3
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2
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2
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Niu, Yingjie
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
The democratization of wealth management : hedged mutual fund blockchain protocol
Kashyap, Ravi
- In:
Research in international business and finance
71
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015062851
Saved in:
2
A class of distorted Gaussian copulas : theories and applications
Shao, Hui
;
Zhang, Zhe George
- In:
Journal of the Operational Research Society
75
(
2024
)
11
,
pp. 2077-2100
Persistent link: https://www.econbiz.de/10015188767
Saved in:
3
Hedge fund fee structure and risk exposure
Braun, Matías
;
Riutort, Julio
;
Roche, Hervé
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547956
Saved in:
4
Robust risk choice under
high-water
mark
contract
Mu, Congming
;
Yan, Jingzhou
;
Yang, Jinqiang
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 295-322
Persistent link: https://www.econbiz.de/10014342032
Saved in:
5
Robust leverage choice of hedge funds with rare disasters
Yan, Jingzhou
;
Mu, Congming
;
Yan, Qianhui
;
Luo, Deqing
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472621
Saved in:
6
Valuing equity-linked annuities under
high-water
mark
fee structure
Yan, Kaixin
;
Li, Shuanming
;
Zhang, Aili
- In:
Scandinavian actuarial journal
2024
(
2024
)
5
,
pp. 506-531
Persistent link: https://www.econbiz.de/10014520719
Saved in:
7
Hedge funds trading strategies and leverage
Huang, Wenli
;
Liu, Wenqiong
;
Lu, Lei
;
Mu, Congming
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014285098
Saved in:
8
Optimal investment under
high-water
mark
contracts with model ambiguity
Wang, Ying
;
Wu, Wei-xing
;
Huang, Wenli
;
Liu, Wenqiong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014486270
Saved in:
9
Robust leverage decision under locked wealth and
high-water
mark
contract
Luo, Deqing
;
Wu, Xiaoping
;
Xu, Jiawen
;
Yan, Jingzhou
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013342020
Saved in:
10
Optimal risk taking under
high-water
mark
contract with jump risk
Mu, Congming
;
Yan, Jingzhou
;
Liang, Zhian
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
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