Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978): Difference between revisions

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Latest revision as of 01:13, 21 July 2024

scientific article; zbMATH DE number 7135135
Language Label Description Also known as
English
Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints
scientific article; zbMATH DE number 7135135

    Statements

    Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (English)
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    22 November 2019
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    optimal contract
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    delegated portfolio management
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    fund manager
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    capital injections
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    optimal investment
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    stochastic partial differential equation
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    inverse Merton problem
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    Identifiers

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