Investment strategies and compensation of a mean–variance optimizing fund manager

Author:

Aivaliotis Georgios,Palczewski Jan

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference37 articles.

1. FSA Handbook. < http://fsahandbook.info/FSA/>.

2. Role of managerial incentives and discretion in hedge fund performance;Agarwal;The Journal of Finance,2009

3. G. Aivaliotis, J. Palczewski, Tutorial for viscosity solutions in optimal control of diffusions, 2010. .

4. On Bellman’s equations for mean and variance control of a Markov diffusion;Aivaliotis;Stochastics: An International Journal of Probability and Stochastic Processes,2010

5. Offering stock options to gauge managerial talent;Arya;Journal of Accounting and Economics,2005

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