Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305): Difference between revisions

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Revision as of 20:03, 26 July 2024

scientific article
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Lifetime ruin under high-water mark fees and drift uncertainty
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    Lifetime ruin under high-water mark fees and drift uncertainty (English)
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    19 October 2021
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    lifetime ruin
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    multiple hedge funds
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    high-watermark fees
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    drift uncertainty
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    stochastic Perron's method
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    comparison principle
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