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~isPartOf:"European Journal of Operational Research"
~subject:"Managerial compensation"
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Managerial compensation
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European Journal of Operational Research
European journal of operational research : EJOR
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Investment strategies and compensation of a mean–variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European Journal of Operational Research
234
(
2014
)
2
,
pp. 561-570
This paper introduces a general
continuous-time
mathematical framework for solution of dynamic mean–variance control …
Persistent link: https://www.econbiz.de/10010730159
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