Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures

DOI10.1093/IMAMAN/DPAB016OpenAlexW3162357366MaRDI QIDQ5065593

Author name not available (Why is that?)

Publication date: 22 March 2022

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpab016

zbMATH Keywords

variational inequalitiesoptimal stoppingasymptotic analysishedge funds

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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