The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Optimal Interaction between a Hedge Fund Manager and Investor |
scientific article; zbMATH DE number 7054594
Language | Label | Description | Also known as |
---|---|---|---|
English | The Optimal Interaction between a Hedge Fund Manager and Investor |
scientific article; zbMATH DE number 7054594 |
Statements
The Optimal Interaction between a Hedge Fund Manager and Investor (English)
0 references
15 May 2019
0 references
hedge funds
0 references
stochastic control
0 references
portfolio optimization
0 references
strategic decisions
0 references
finite differences
0 references
investor's participation
0 references