Julia Kraus

Technische Universität München (TUM) - HVB Institute for Mathematical Finance

Boltzmannstr. 3

Garching , 85748

Germany

http://www.mathfinance.ma.tum.de/index/en_index.php

SCHOLARLY PAPERS

1

DOWNLOADS

205

CITATIONS

0

Scholarly Papers (1)

1.

Theory of Performance Participation Strategies

Number of pages: 32 Posted: 06 Feb 2010
Julia Kraus, Philippe Bertrand and Rudi Zagst
Technische Universität München (TUM) - HVB Institute for Mathematical Finance, IAE Aix-en-Provence, Aix Marseille University, CERGAM and affiliation not provided to SSRN
Downloads 193 (124,616)

Abstract:

investment strategies, performance participation, CPPP, OBPP, CPPI, OBPI