Portfolio choice under dynamic investment performance criteria
By Marek Musiela, Thaleia Zariphopoulou. 2009
116 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/826942514a8483cde414e2a0bc24c515845cce2e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Daniel Lacker
- Thaleia Zariphopoulou
- Markus Fischer
- Michael Monoyios
- Vicky Henderson
- Michael Tehranchi
- René A. Carmona
- Marek Musiela
In Finance
- Daniel Lacker
- Thaleia Zariphopoulou
- Markus Fischer
- Michael Monoyios
- Vicky Henderson
- Michael Tehranchi
- Marek Musiela
- René A. Carmona
Citations in the corpus
- Mean field and n‐agent games for optimal investment under relative performance criteria (2017, background): “It would also allow for further extending the concept of benchmarking under forward criteria, introduced in Musiela and Zariphopoulou (2009).”