The optimal interaction between a hedge fund manager and investor

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Bibliographische Detailangaben
Veröffentlicht in:Applied mathematical finance
1. Verfasser: Ramirez, Hugo Eduardo (VerfasserIn)
Weitere Verfasser: Johnson, Paul (VerfasserIn), Duck, Peter (VerfasserIn), Howell, Sydney D. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
finite differences > Hedge funds > investor’s participation > portfolio optimization > stochastic control > strategic decisions > Aufsatz in Zeitschrift
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