Optimal investment strategy under time-inconsistent preferences and high-water mark contract (Q1785748)
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scientific article; zbMATH DE number 6945858
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| English | Optimal investment strategy under time-inconsistent preferences and high-water mark contract |
scientific article; zbMATH DE number 6945858 |
Statements
Optimal investment strategy under time-inconsistent preferences and high-water mark contract (English)
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1 October 2018
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high-water mark (HWM)
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stochastic hyperbolic discounting
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time-inconsistency
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incentive fee
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sophisticated manager
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0.779980480670929
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0.7780375480651855
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0.7571224570274353
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0.7558615803718567
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