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Investment strategies and compensation of a mean–variance optimizing fund manager. (2014). Aivaliotis, Georgios ; Palczewski, Jan.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:234:y:2014:i:2:p:561-570.

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  1. Fund Managers’ Competition for Investment Flows Based on Relative Performance. (2023). Ye, Jiaxuan ; Wang, GU.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02221-4.

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  2. Relative performance evaluation for dynamic contracts in a large competitive market. (2022). Phillip, Sheung Chi ; Ma, Guiyuan ; Han, Jinhui.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:302:y:2022:i:2:p:768-780.

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  3. Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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References

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Cocites

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  2. Compensation schemes, liquidity provision, and asset prices: an experimental analysis. (2017). Massenot, Baptiste ; Gortner, Paul ; Baghestanian, Sascha.
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  3. The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen.
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  4. Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas.
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  5. Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas.
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  6. Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel.
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  7. Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon.
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  8. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco .
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  9. Limited attention, marital events and hedge funds. (2016). Ray, Sugata ; Teo, Melvyn ; Lu, Yan.
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  24. Are hedge funds registered in Delaware different?. (2015). Cumming, Douglas ; Johan, Sofia ; Dai, NA.
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