"Portfolio management with benchmark related incentives under mean ..."

Marco Nicolosi, Flavio Angelini, Stefano Herzel (2018)

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DOI: 10.1007/S10479-017-2535-Y

access: closed

type: Journal Article

metadata version: 2022-10-02

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Marco Nicolosi, Flavio Angelini, Stefano Herzel:
Portfolio management with benchmark related incentives under mean reverting processes. Ann. Oper. Res. 266(1-2): 373-394 (2018)

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