Fund managers' competition for investment flows based on relative performance (Q6051175): Difference between revisions

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+Investment strategies and compensation of a mean-variance optimizing fund manager
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+Competition in Fund Management and Forward Relative Performance Criteria
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+Equilibrium Pricing Under Relative Performance Concerns
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+Stochastic differential portfolio games
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+Incentives and individual motivation in supervised work groups
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+Non-zero-sum stochastic differential reinsurance and investment games with default risk
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+On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
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+A financial market with interacting investors: does an equilibrium exist?
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+Q5689624
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+Relative performance evaluation for dynamic contracts in a large competitive market
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+Q5812325
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+Many-player games of optimal consumption and investment under relative performance criteria
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+Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria
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+Optimal benchmarking for active portfolio managers
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+Fund Tournaments and Asset Bubbles*
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