Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty
Saved in:
Main Authors: | Lee, Junbeom, Yu, Xiang, Zhou, Chao |
---|---|
Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2019
|
Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/162919 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Portfolio liquidation under factor uncertainty
by: Horst, Ulrich, et al.
Published: (2020) -
Horizon-unbiased Investment with Ambiguity
by: Lin, Qian, et al.
Published: (2020) -
Mean Field Exponential Utility Game: A Probabilistic Approach
by: FU GUANXING, et al.
Published: (2020) -
Business Taxonomy Construction Using Concept-Level Hierarchical Clustering
by: Bai, Haodong, et al.
Published: (2023) -
Groundwater dynamics in hard rock aquifers : sustainable management and optimal monitoring network design
by: Shakeel Ahmed, Ramaswamy Jayakumar, Abdin Salih
Published: (2017)