THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER? (Q3022044)
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scientific article; zbMATH DE number 2177822
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| English | THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER? |
scientific article; zbMATH DE number 2177822 |
Statements
THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER? (English)
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22 June 2005
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Hamilton-Jacobi-Bellman equation
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Sharpe ratio
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Monte Carlo simulations
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0.6694879531860352
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0.6183705925941467
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0.6159223914146423
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