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Incentives and risk taking in hedge funds

, and . Journal of Banking & Finance, 31 (11): 3291--3310 (November 2007)

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Intertemporal surplus management, and . Journal of Economic Dynamics and Control, 28 (5): 975--990 (February 2004)Capital growth with security, , , and . Journal of Economic Dynamics and Control, 28 (5): 937--954 (February 2004)Incentives and risk taking in hedge funds, and . Journal of Banking & Finance, 31 (11): 3291--3310 (November 2007)Two-Period Stochastic Programs with Simple Recourse., and . Operations Research, 27 (3): 485-502 (1979)Use of stochastic and mathematical programming in portfolio theory and practice.. Ann. Oper. Res., 166 (1): 5-22 (2009)Univariate and multivariate measures of risk aversion and risk premiums., and . Ann. Oper. Res., 45 (1): 265-296 (1993)A process control approach to investment risk., , and . CIFEr, page 265-270. IEEE, (2003)Handbooks in Operations Research and Management Science, and . Volume 9, chapter Chapter 15 Asset and liability allocation in a global environment, page 435--463. Elsevier, (1995)Growth-security profiles in capital accumulation under risk., and . Ann. Oper. Res., 31 (1): 501-509 (1991)Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control., and . Eur. J. Oper. Res., 185 (3): 1525-1540 (2008)