Portfolio selection of a closed-end mutual fund

DOI10.1007/s00186-012-0383-8zbMath1258.91202MaRDI QIDQ1935935

Yan Li, Bai-min Yu

Publication date: 20 February 2013

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-012-0383-8

zbMATH Keywords

regulation; expected utility; portfolio selection; closed-end mutual fund; welfare of the manager

Mathematics Subject Classification ID

91A12: Cooperative games

60H30: Applications of stochastic analysis (to PDEs, etc.)

91B14: Social choice

91G10: Portfolio theory

91B15: Welfare economics

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