Browsing NTNU Open by Author "Asheim, Frederic André"
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Hedge Fund Manager-Investor Conflicts of Interest: A Numerical Analysis with Loss-Aversion
Asheim, Frederic André (Master thesis, 2014)This thesis investigates the dynamically optimal risk-taking by a loss-averse hedge fund manager who also takes the possibility of fund liquidation into account. To achieve this, a custom version of the Prospect Theory ...