Pages that link to "Item:Q2514727"
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The following pages link to Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727):
Displaying 6 items.
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- Optimal investment problem for an open-end fund with dynamic flows (Q5012668) (← links)
- Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
