Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing (2023)

First Author: Peters G

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/s1748499522000203

Publication URI: http://dx.doi.org/10.1017/s1748499522000203

Type: Journal Article/Review

Parent Publication: Annals of Actuarial Science

Issue: 2