Pages that link to "Item:Q2903504"

The following pages link to Optimal investment with high-watermark performance fee (Q2903504):

Displaying 20 items.

• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Consumption, investment and healthcare with aging (Q1739055) (← links)
• Asset management, high water mark and flow of funds (Q1755819) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← 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)
• Optimal portfolio of hedge funds with high water marks under Knightian uncertainty (Q2992304) (← 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)
• The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506) (← links)
• Inter‐temporal mutual‐fund management (Q6054428) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)