Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lifetime ruin under high-water mark fees and drift uncertainty |
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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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