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Performance Fees with Stochastic Benchmark - MaRDI portal

Performance Fees with Stochastic Benchmark (Q5080134)

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scientific article; zbMATH DE number 7533971
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English
Performance Fees with Stochastic Benchmark
scientific article; zbMATH DE number 7533971

    Statements

    title
    Performance Fees with Stochastic Benchmark (English)
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    author
    Gu Wang
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    publication date
    31 May 2022
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    zbMATH Keywords
    hedge funds
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    portfolio choice
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    performance fees
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    high-water marks
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    stochastic benchmark
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    Identifiers

    DOI
    10.1137/21M1401826
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    zbMATH DE Number
    7533971
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    Wikidata QID
    Q114074088
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    OpenAlex ID
    W4280572485
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