Pages that link to "Item:Q2903504"

The following pages link to Optimal Investment with High-watermark Performance Fee (Q2903504):

Displaying 15 items.

• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Consumption, investment and healthcare with aging (Q1739055) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
• THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS (Q2799996) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• Performance Fees with Stochastic Benchmark (Q5080134) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
• Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
• Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)