Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment strategies and compensation of a mean-variance optimizing fund manager |
scientific article |
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Investment strategies and compensation of a mean-variance optimizing fund manager (English)
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3 February 2015
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mean-variance
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continuous-time stochastic control
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viscosity solutions
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investment strategy
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managerial compensation
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