Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
Year of publication: |
2023
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Authors: | Peters, Gareth ; Chudtong, Mantana ; De Gaetano, Andrea |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 17.2023, 2, p. 285-327
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Subject: | Distortion Pricing | Monte Carlo | Mutual fund | Performance fee pricing | Monte-Carlo-Simulation | Monte Carlo simulation | Investmentfonds | Investment Fund | Theorie | Theory | Preismanagement | Pricing strategy | Kapitaleinkommen | Capital income |
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