Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978): Difference between revisions
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Revision as of 18:16, 5 March 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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