"Portfolio optimization under convex incentive schemes."

Maxim Bichuch, Stephan Sturm (2014)

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DOI: 10.1007/S00780-014-0236-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BichuchS14
Maxim Bichuch, Stephan Sturm:
Portfolio optimization under convex incentive schemes. Finance Stochastics 18(4): 873-915 (2014)

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