Optimal investment strategy under time-inconsistent preferences and high-water mark contract

A. Chunxiang, Zhongfei Li, Fan Wang. Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Oper. Res. Lett., 44(2):212-218, 2016. [doi]

Authors

A. Chunxiang

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Zhongfei Li

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Fan Wang

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