Performance Fees with Stochastic Benchmark (Q5080134): Difference between revisions

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+Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon
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+Q3150773
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@@ Property / cites work @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
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@@ Property / cites work @@
+Asset pricing under optimal contracts
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+Q4391441
@@ Property / cites work: Q4391441 / rank @@
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@@ Property / cites work @@
+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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+THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS
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@@ Property / cites work @@
+Hedge and mutual funds' fees and the separation of private investments
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+MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
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+Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model
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+Optimal Investment with High-watermark Performance Fee
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+Discounted optimal stopping problems for the maximum process
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+Q4663402
@@ Property / cites work: Q4663402 / rank @@
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@@ Property / cites work @@
+Watermark options
@@ Property / cites work: Watermark options / rank @@
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@@ Property / cites work @@
+The Russian option: Reduced regret
@@ Property / cites work: The Russian option: Reduced regret / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1137/21m1401826
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+W4280572485
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