Mutual fund portfolio choice in the presence of dynamic flows

Details

Serval ID
serval:BIB_E192D8553E73
Type
Article: article from journal or magazin.
Collection
Publications
Title
Mutual fund portfolio choice in the presence of dynamic flows
Journal
Mathematical Finance
Author(s)
Hugonnier J, Kaniel R
Publication state
Published
Issued date
03/2010
Volume
20
Number
2
Pages
187-227
Language
english
Keywords
mutual funds, delegated portfolio management, incomplete markets, continuous time stochastic game, BSDEs
Create date
07/05/2008 15:34
Last modification date
20/08/2019 16:05
Usage data