Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures
Year of publication: |
2022
|
---|---|
Authors: | Meng, Fei ; Saunders, David M. |
Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 33.2022, 2, p. 315-344
|
Subject: | optimal stopping | hedge funds | variational inequalities | asymptotic analysis | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Hedging | Suchtheorie | Search theory |
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