Pages that link to "Item:Q2009296"
From MaRDI portal
The following pages link to Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296):
Displaying 4 items.
- A mathematical analysis of an exchange-traded horse race betting fund with deterministic payoff betting strategy for institutional investment to challenge EMH (Q2813501) (← links)
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures (Q5065593) (← links)