Optimal benchmarking for active portfolio managers (Q2253564)
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scientific article; zbMATH DE number 6321991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal benchmarking for active portfolio managers |
scientific article; zbMATH DE number 6321991 |
Statements
Optimal benchmarking for active portfolio managers (English)
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27 July 2014
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benchmarking
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incentive fees
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mutual funds
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continuous time trading
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martingale approach
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principal-agent model
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0.8236048817634583
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0.8090518116950989
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0.792212963104248
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0.7823754549026489
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0.7766330242156982
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