Investment strategies and compensation of mean-variance optimizing fund manager
Year of publication: |
2014
|
---|---|
Authors: | Aivaliotis, Georgios ; Palczewski, Jan |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 561-570
|
Subject: | Mean-variance | Continuous-time stochastic control | Viscosity solutions | Investment strategy | Managerial compensation | Theorie | Theory | Portfolio-Management | Portfolio selection | Führungskräfte | Managers | Investmentfonds | Investment Fund | Stochastischer Prozess | Stochastic process |
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