Pricing Shared-Loss Hedge Fund Fee Structures

DOI10.1007/978-3-319-33446-2_17zbMath1398.91514OpenAlexW2559551386MaRDI QIDQ4689918

David Saunders, Ben Djerroud, Mohammad Shakourifar, Luis A. Seco

Publication date: 22 October 2018

Published in: Innovations in Derivatives Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-33446-2_17

zbMATH Keywords

hedge fundsBlack-Scholes option pricingfee structuresfirst-lossshared-loss

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Related Items (1)

Analysis of an optimal stopping problem arising from hedge fund investing

Cites Work

• PROFIT SHARING IN HEDGE FUNDS

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