Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727)
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scientific article; zbMATH DE number 6395724
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Investment strategies and compensation of a mean-variance optimizing fund manager |
scientific article; zbMATH DE number 6395724 |
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Investment strategies and compensation of a mean-variance optimizing fund manager (English)
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3 February 2015
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mean-variance
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continuous-time stochastic control
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viscosity solutions
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investment strategy
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managerial compensation
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0.7905870079994202
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0.767479419708252
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0.7657005190849304
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0.7637974619865417
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0.7613081932067871
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