Competition in Fund Management and Forward Relative Performance Criteria.
Michail AnthropelosTianran GengThaleia ZariphopoulouPublished in: SIAM J. Financial Math. (2022)
Keyphrases
- information systems
- evaluation criteria
- data processing
- multi criteria
- search algorithm
- information management
- multiple criteria
- portfolio selection
- decision making
- data management
- decision support
- international competition
- real time
- clustering validity
- management policies
- forward and backward
- selection criteria
- network management
- databases
- data sets