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PROFIT SHARING IN HEDGE FUNDS

  • Published:2016-11-21 Issue:1 Volume:28 Page:50-81
  • ISSN:0960-1627
  • Container-title:Mathematical Finance
  • language:en
  • Short-container-title:Mathematical Finance

Author:

He Xue Dong1,Kou Steven2

Affiliation:

1. The Chinese University of Hong Kong

2. National University of Singapore

Funder

Columbia University

Chinese University of Hong Kong

Ministry of Education - Singapore

National Natural Science Foundation of China

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

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1. Optimal investment based on relative performance and weighted utility;Applied Mathematics-A Journal of Chinese Universities;2024-06

2. Prospect theory and asset allocation;The Quarterly Review of Economics and Finance;2024-04

3. An asymptotic approach to centrally planned portfolio selection;Advances in Applied Probability;2024-02-08

4. A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities;Quantitative Finance;2024-01-19

5. Optimal investment problem under behavioral setting: A Lagrange duality perspective;Journal of Economic Dynamics and Control;2023-11
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