Pages that link to "Item:Q1621923"
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The following pages link to Portfolio management with benchmark related incentives under mean reverting processes (Q1621923):
Displaying 12 items.
- Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252) (← links)
- On relative performance, remuneration and risk taking of asset managers (Q1630431) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal strategy for a fund manager with option compensation (Q1640170) (← links)
- Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)
- Effect of labour income on the optimal bankruptcy problem (Q6549610) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
