Asset management, high water mark and flow of funds

DOI10.1016/j.orl.2016.07.002zbMath1408.91190OpenAlexW2467606087MaRDI QIDQ1755819

Daniele Marazzina, Emilio Basrucci

Publication date: 11 January 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11311/1000100

zbMATH Keywords

asset managementhigh water markflow of fundsmanagement fee

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items

Portfolio management with benchmark related incentives under mean reverting processes ⋮ Optimal strategy for a fund manager with option compensation ⋮ Implicit incentives for fund managers with partial information ⋮ Optimal investment problem for an open-end fund with dynamic flows

Cites Work

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