Narrow search
Showing 1 - 10 of 16,706
Cover Image
Mutual fund competition in the presence of dynamic flows
Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek - 2008
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel. We characterize the set of equilibria for this delegated portfolio management game and show that there exists a unique Pareto optimal equilibrium. The main result of this paper...
Persistent link: https://www.econbiz.de/10003962143
Cover Image
Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian; Wimmer, Maximilian; Steuer, Ralph E. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
Cover Image
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
Cover Image
Mathematisches Modellieren und Optimieren von Private Equity
Tannert, Johannes - 2013
Persistent link: https://www.econbiz.de/10009792758
Cover Image
An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework
Tavakoli Baghdadabad, Mohammad Reza - In: International journal of emerging markets 10 (2015) 4, pp. 726-746
Persistent link: https://www.econbiz.de/10011489432
Cover Image
The interdependence between mutual fund managers and investors in setting fees
Christoffersen, Susan E. K. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536990
Cover Image
Allocation of funds in bilevel subsidy welfare programs
Wei, Wei; Arora, Priyank; Solak, Senay - In: Manufacturing & service operations management : M & SOM 26 (2024) 4, pp. 1435-1453
Persistent link: https://www.econbiz.de/10014634402
Cover Image
Portfolio optimization with tri-objective for index fund management
Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127
Persistent link: https://www.econbiz.de/10013459977
Cover Image
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Cover Image
Computation of the ex-post optimal strategy for the trading of a single financial asset
Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009
Persistent link: https://www.econbiz.de/10003889478