Pages that link to "Item:Q5249751"

The following pages link to RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751):

Displayed 5 items.

• Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) ‎ (← links)
• Optimal strategy for a fund manager with option compensation (Q1640170) ‎ (← links)
• Asset management, high water mark and flow of funds (Q1755819) ‎ (← links)
• The value of knowing the market price of risk (Q2241058) ‎ (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) ‎ (← links)