Optimal contract for a fund manager with capital injections and endogenous trading constraints (Q4971978)
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scientific article; zbMATH DE number 7135135
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| English | Optimal contract for a fund manager with capital injections and endogenous trading constraints |
scientific article; zbMATH DE number 7135135 |
Statements
Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (English)
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22 November 2019
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optimal contract
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delegated portfolio management
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fund manager
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capital injections
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optimal investment
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stochastic partial differential equation
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inverse Merton problem
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0.8282338380813599
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0.8150363564491272
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0.7768309712409973
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0.7729482650756836
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0.7704792618751526
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