Continuous-time stochastic mutual fund management game between active and passive funds
Kai Han, Ximin Rong, Yang Shen and Hui Zhao
| Year of publication: |
2021
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|---|---|
| Authors: | Han, Kai ; Rong, Ximin ; Shen, Yang ; Zhao, Hui |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 10, p. 1647-1667
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| Subject: | Active mutual fund | HJB equation | Passive index fund | Stackelberg game | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Spieltheorie | Game theory | Kapitaleinkommen | Capital income | Aktienfonds | Equity fund |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1876242 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653705