Portfolio management with benchmark related incentives under mean reverting processes
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Publication:1621923
DOI10.1007/s10479-017-2535-yzbMath1417.91473OpenAlexW2619349304MaRDI QIDQ1621923
Stefano Herzel, Flavio Angelini, Marco Nicolosi
Publication date: 12 November 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2535-y
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