Performance fees with stochastic benchmark
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Publication:5080134
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Cites work
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 2150787 (Why is no real title available?)
- scientific article; zbMATH DE number 852301 (Why is no real title available?)
- Asset pricing under optimal contracts
- Discounted optimal stopping problems for the maximum process
- Hedge and mutual funds' fees and the separation of private investments
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
- Optimal investment under relative performance concerns
- Optimal investment with high-watermark fee in a multidimensional jump diffusion model
- Optimal investment with high-watermark performance fee
- Optimal investment with transaction costs and stochastic volatility. I: Infinite horizon
- The Russian option: Reduced regret
- The incentives of hedge fund fees and high-water marks
- Watermark options
Cited in
(6)- Hedge and mutual funds' fees and the separation of private investments
- The incentives of hedge fund fees and high-water marks
- Gaming Performance Fees By Portfolio Managers
- Optimal benchmarking for active portfolio managers
- On relative performance, remuneration and risk taking of asset managers
- Optimal investment with high-watermark performance fee
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