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Mutual fund portfolio choice in the presence of dynamic flows

Hugonnier, Julien; Kaniel, Ron - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 187-227

Persistent link: https://www.econbiz.de/10003955732

Red-blooded risk : the secret history of Wall Street

Brown, Aaron - 2012

Persistent link: https://www.econbiz.de/10009427753

Reputation-based incentive and restraint mechanism for fund managers

Liu, Chang; Zhou, Yuemei - 2011

Persistent link: https://www.econbiz.de/10009299828

Optimal portfolio for a highly risk-averse investor : a differential game interpretation

Kaise, Hidehiro; Sekine, Jun - In: Risk and decision analysis 3 (2012) 3, pp. 211-222

Persistent link: https://www.econbiz.de/10009655727

Asset pricing under ambiguous information : an empirical game-theoretic analysis

Cassell, Ben-Alexander; Wellman, Michael P. - In: Computational and mathematical organization theory 18 (2012) 4, pp. 445-462

Persistent link: https://www.econbiz.de/10009682592

Competitive market selection with timing and capacity decisions

Zschocke, Mark Steven; Mantin, Benny; Jewkes, Elizabeth - In: IEEE transactions on engineering management : EM 60 (2013) 1, pp. 88-98

Persistent link: https://www.econbiz.de/10009710573

Continuous-time evolutionary shock and bond markets with time-dependent strategies

Yang, Zhaojun; Shi, Feng - In: Inventi impact: microfinance & banking (2012) 3, pp. 184-195

Persistent link: https://www.econbiz.de/10009685807

Fair risk allocation in illiquid markets

Csóka, Péter - 2015

Let us consider a financially constrained leveraged financial firm having some divisions which have invested into some risky assets. Using coherent measures of risk the sum of the capital requirements of the divisions is larger than the capital requirement of the firm itself, there is some...

Persistent link: https://www.econbiz.de/10010481803

On dividend strategies with non-exponential discounting

Zhao, Qian; Wei, Jiaqin; Wang, Rongming - In: Insurance / Mathematics & economics 58 (2014), pp. 1-13

Persistent link: https://www.econbiz.de/10010437647

Game-theoretic approach to risk-sensitive benchmarked asset management

Deshpande, Amogh; Jacka, Saul D. - In: Risk and decision analysis 5 (2014) 4, pp. 163-176

Persistent link: https://www.econbiz.de/10011286253

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