Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Reference54 articles.
1. Aivaliotis, G., Palczewski, J.: Investment strategies and compensation of a mean-variance optimizing fund manager. Eur. J. Oper. Res. 234(2), 561–570 (2014)
2. Anthropelos, Michail, Geng, Tianran, Zariphopoulou, Thaleia: Competition in fund management and forward relative performance criteria. SIAM J. Financial Math. 13(4), 1271–1301 (2022)
3. Basak, S., Makarov, D.: Strategic asset allocation in money management. J. Finance 69(1), 179–217 (2014)
4. Basak, S., Makarov, D.: Competition among portfolio managers and asset specialization. Available at SSRN 1563567 (2015)
5. Basak, S., Pavlova, A., Shapiro, A.: Optimal asset allocation and risk shifting in money management. Rev. Financial Stud. 20(5), 1583–1621 (2007)