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]
@article{ChunxiangLW16,
title = {Optimal investment strategy under time-inconsistent preferences and high-water mark contract},
author = {A. Chunxiang and Zhongfei Li and Fan Wang},
year = {2016},
doi = {10.1016/j.orl.2015.12.013},
url = {http://dx.doi.org/10.1016/j.orl.2015.12.013},
researchr = {https://researchr.org/publication/ChunxiangLW16},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {44},
number = {2},
pages = {212-218},
}