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Problems in financial engineering: optimal active management fees

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]

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Jaksa Cvitanic

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Lionel Martellini

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Fernando Zapatero

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