Mutual fund portfolio choice in the presence of dynamic flows

Mathematical Finance

Volumn 20, Issue 2, 2010, Pages 187-227

  Hugonnier, Julien ^a   Kaniel, Ron ^b  

^a EPFL   (Switzerland)

^b DUKE UNIVERSITY   (United States)

Author keywords

BSDEs; Continuous time stochastic game; Delegated portfolio management; Incomplete markets; Mutual funds

Indexed keywords

EID: 77952694576     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2010.00395.x     Document Type: Article

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