Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305)
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scientific article; zbMATH DE number 7410955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lifetime ruin under high-water mark fees and drift uncertainty |
scientific article; zbMATH DE number 7410955 |
Statements
Lifetime ruin under high-water mark fees and drift uncertainty (English)
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19 October 2021
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lifetime ruin
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multiple hedge funds
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high-watermark fees
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drift uncertainty
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stochastic Perron's method
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comparison principle
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0.8048717975616455
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0.7892301082611084
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0.772933304309845
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0.7626364827156067
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0.7571715116500854
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