Pages that link to "Item:Q2986672"
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The following pages link to OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672):
Displaying 8 items.
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
- Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures (Q5065593) (← links)
- The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)