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...
Enregistré dans:
Auteur principal: | |
---|---|
Format: | article |
Langue: | EN |
Publié: |
Taylor & Francis Group
2020
|
Sujets: | |
Accès en ligne: | https://doaj.org/article/aaff0d1bb07a4fb9bcd6922786f713ca |
Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|