Optimal portfolio of hedge funds with high water marks under Knightian uncertainty (Q2992304)
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scientific article; zbMATH DE number 6611187
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| English | Optimal portfolio of hedge funds with high water marks under Knightian uncertainty |
scientific article; zbMATH DE number 6611187 |
Statements
10 August 2016
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Knightian uncertainty
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high water marks
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hedge fund
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optimal portfolio
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0.7753894925117493
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0.7638067603111267
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0.7543169856071472
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0.750407874584198
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