On the optimal strategy for the hedge fund manager:An experimental investigation
This paper examines the empirical validity of Nicolosi’s optimal strategy for a hedge fund manager under a specific payment contract. The contract specifies that the manager’s payment consists of a fixed payment and a variable payment, which is a performance-based payment. The model assumes that the...
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| Formato: | article |
| Lenguaje: | EN |
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Taylor & Francis Group
2020
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/aaff0d1bb07a4fb9bcd6922786f713ca |
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