The Optimal Interaction between a Hedge Fund Manager and Investor
Author:
Affiliation:
1. Universidad del Rosario, facultad de economía, Bogota, Colombia
2. University of Manchester, School of Mathematics, Manchester, UK
3. University of Manchester, Manchester Business School, Manchester, UK
Funder
Departamento Administrativo de Ciencia, Tecnología e Innovación
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2018.1506258
Reference19 articles.
1. Tutorial for Viscosity Solutions in Optimal Control of Diffusions
2. Universal option valuation using quadrature methods
3. Locked Up by a Lockup: Valuing Liquidity as a Real Option
4. Share restrictions and asset pricing: Evidence from the hedge fund industry☆
5. Convergence of approximation schemes for fully nonlinear second order equations
Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT;International Journal of Theoretical and Applied Finance;2019-09
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