Optimal risk taking under high-water mark contract with jump risk
Year of publication: |
2021
|
---|---|
Authors: | Mu, Congming ; Yan, Jingzhou ; Liang, Zhian |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-7
|
Subject: | Hedge fund | High-water mark | Jump risk | Portfolio choice | Risk taking | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Risiko | Risk | Risikopräferenz | Risk attitude | Risikomanagement | Risk management | Hedging |
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