Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero. Problems in financial engineering: optimal active management fees. In Jane L. Snowdon, John M. Charnes, editors, Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002. pages 1555-1559, ACM, 2002. [doi]
Abstract is missing.