Optimal benchmarking for active portfolio managers
From MaRDI portal
Publication:2253564
DOI10.1016/j.ejor.2012.10.043zbMath1292.91165OpenAlexW1997901932MaRDI QIDQ2253564
Publication date: 27 July 2014
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.10.043
principal-agent modelmartingale approachbenchmarkingmutual fundscontinuous time tradingincentive fees
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