Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305): Difference between revisions
From MaRDI portal
Revision as of 20:03, 26 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lifetime ruin under high-water mark fees and drift uncertainty |
scientific article |
Statements
Lifetime ruin under high-water mark fees and drift uncertainty (English)
0 references
19 October 2021
0 references
lifetime ruin
0 references
multiple hedge funds
0 references
high-watermark fees
0 references
drift uncertainty
0 references
stochastic Perron's method
0 references
comparison principle
0 references
0 references
0 references
0 references